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Function Reference: gevfit_lmom

statistics: [paramhat, paramci] = gevfit_lmom (data)

Find an estimator (paramhat) of the generalized extreme value (GEV) distribution fitting data using the method of L-moments.

Arguments

  • data is the vector of given values.

Return values

  • parmhat is the 3-parameter maximum-likelihood parameter vector [k; sigma; mu], where k is the shape parameter of the GEV distribution, sigma is the scale parameter of the GEV distribution, and mu is the location parameter of the GEV distribution.
  • paramci has the approximate 95% confidence intervals of the parameter values (currently not implemented).

Examples

 
 
 data = gevrnd (0.1, 1, 0, 100, 1);
 [pfit, pci] = gevfit_lmom (data);
 p1 = gevcdf (data,pfit(1),pfit(2),pfit(3));
 [f, x] = ecdf (data);
 plot(data, p1, 's', x, f)

See also: gevfit

Source Code: gevfit_lmom