www.gusucode.com > stats 源码程序 matlab案例代码 > stats/FitAGeneralizedExtremeValueDistributionExample.m
%% Fit a Generalized Extreme Value Distribution % This example shows how to fit a generalized extreme value distribution to % sample data. % Copyright 2015 The MathWorks, Inc. %% Fit a GEV to Maxima blocksize = 1000; nblocks = 250; rng default % For reproducibility t = trnd(5,blocksize,nblocks); x = max(t); % 250 column maxima paramEsts = gevfit(x) %% Plot the Data histogram(x,2:20,'FaceColor',[.8 .8 1]); xgrid = linspace(2,20,1000); line(xgrid,nblocks*... gevpdf(xgrid,paramEsts(1),paramEsts(2),paramEsts(3)));