www.gusucode.com > stats 源码程序 matlab案例代码 > stats/FitAnExtremeValueDistributionExample.m
%% Fit an Extreme Value Distribution % This example shows how to fit an extreme value distribution to sample % data. % Copyright 2015 The MathWorks, Inc. %% Fit Minimum Values rng default; % For reproducibility xMinima = min(randn(1000,500), [], 2); paramEstsMinima = evfit(xMinima); y = linspace(-5,-1.5,1001); histogram(xMinima,-4.75:.25:-1.75); p = evpdf(y,paramEstsMinima(1),paramEstsMinima(2)); line(y,.25*length(xMinima)*p,'color','r') %% Fit Maximum Values rng default; % For reproducibility xMaxima = max(randn(1000,500), [], 2); paramEstsMaxima = evfit(-xMaxima); y = linspace(1.5,5,1001); histogram(xMaxima,1.75:.25:4.75); p = evpdf(-y,paramEstsMaxima(1),paramEstsMaxima(2)); line(y,.25*length(xMaxima)*p,'color','r')