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