fitdist
statistics: pd = fitdist (x, distname)
statistics: pd = fitdist (x, distname, Name, Value)
statistics: [pdca, gn, gl] = fitdist (x, distname, 'By', groupvar)
statistics: [pdca, gn, gl] = fitdist (x, distname, 'By', groupvar, Name, Value)
Create probability distribution object.
pd = fitdist (x, distname) creates a probability
distribution object by fitting the distribution specified by
distname to the data in vector x.
pd = fitdist (x, distname, Name, Value)
creates the probability distribution object with additional options specified
by one or more Name-Value pair arguments listed below.
| Name | Value |
|---|---|
'distribution' | A character vector specifying the distribution type for which to estimate parameters. |
'Ntrials' | A scalar specifying the number of trials for the corresponding element of x for the binomial distribution. |
'theta' | A scalar specifying the location parameter for the generalized Pareto distribution. It defaults to 0, as MATLAB assumes it, and is not estimated. |
'mu' | A scalar specifying the location parameter for the half-normal distribution. |
'censoring' | A vector of the same size as x
indicating censored data in x. By default it is
censor = zeros (size (x)). |
'frequency' | A vector of nonnegative integer counts of
the same size as x used as frequency observations. By default it is
freq = ones (size (x)). |
'alpha' | A scalar in the range (0,1), as the significance level for the confidence interval pci. By default it is 0.05 corresponding to 95% confidence intervals. |
'options' | A structure specifying the control
parameters for the iterative algorithm used to compute ML estimates with the
fminsearch function. |
Source Code: fitdist
[pdca, gn, gl] = fitdist (x, distname,
creates probability distribution objects by
fitting the distribution specified by distname to the data in x
based on the grouping variable groupvar. It returns a cell array of
fitted probability distribution object, pdca, a cell array of group
labels, gn, and a cell array of grouping variable levels, gl.
'By', groupvar)
[pdca, gn, gl] = fitdist (x, distname,
returns the same
output arguments using additional options specified by one or more
'By', groupvar, Name, Value)Name-Value pair arguments mentioned above.
Note: calling fitdist without any input arguments will return a cell
array of character vectors listing all supported distributions.
Distribution names are matched ignoring case, spaces and hyphens, so that
'Extreme Value', 'ExtremeValue' and 'extreme-value'
all select the same distribution, and the same set of names is accepted by
cdf, pdf, icdf, random, makedist,
fitdist and mle.
This accepts more names than MATLAB. MATLAB takes the spaced and the
squashed spelling but refuses the hyphenated one, so
'Birnbaum-Saunders' and 'Log-Logistic' are errors there;
Octave has always accepted them and continues to. MATLAB also accepts
'tLocationScale' in makedist while refusing it in
cdf for the same distribution; Octave accepts it, and
'location-scale T', everywhere. Code written against MATLAB’s
names therefore runs unchanged, but code relying on these names will not
port back.
See also: makedist
Source Code: fitdist