Unexplained error using fitdist with Stable distro - help?

Question

Chad Bollmann 2020-4-8

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https://ww2.mathworks.cn/matlabcentral/answers/516240-unexplained-error-using-fitdist-with-stable-distro-help

评论： Ameer Hamza 2020-4-9

I am receiving an unusual error that I can't decode when using fitdist with the 'Stable' distribution option. I've tried troubleshooting by using different datasets and different distributions; the Normal works on the same data. I've used fitdist for stable distributions many times, though not with this release and not in the past 6 months. I've never encountered this error / difficulty before.

The error is:

"Unrecognized function or variable 'getIpOptions'.

Error in fmincon (line 832)

options = getIpOptions(options,sizes.nVar,mEq,flags.constr,defaultopt,10,0.01);

Error in prob.StableDistribution>stablefit (line 1318)

[parmhat,~,err,output] = fmincon(@(params)stable_nloglf(x,params),phi0, ...

Error in prob.StableDistribution.fit (line 211)

params = stablefit(x,0.05,opt);

Error in fitdist>localfit (line 245)

pd = feval(fitter,x,'cens',c,'freq',f,varargin{:});

Error in fitdist (line 192)

pd = localfit(dist,fitter,x,cens,freq,args{:});"

Code that works is:

load hospital;
z = hospital.Weights;
pd = fitdist (z,'Normal');

This generates the error:

pd2 = fitdist(z,'Stable');

Is this a bug in r2020a? I have a copy of Nolan's stablefit toolbox and it fits the same data without throwing an error and with the following result:

>> stablefit(z,1,0)

ans =

2.0000 -0.0214 18.6947 154.0000

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Ameer Hamza 2020-4-8

在 MATLAB Online 中打开

I am using R2020a and not getting any error.

>> pd2 = fitdist(z,'Stable');
Warning: Maximum likelihood estimate of the shape parameter ALPHA has converged
to a boundary point.
Confidence intervals and standard errors can not be computed reliably. 
> In prob.StableDistribution>stablelike (line 1186)
  In prob/StableDistribution/fit (line 212)
  In fitdist>localfit (line 245)
  In fitdist (line 192) 
>> pd2
pd2 = 
  StableDistribution
  Stable distribution
    alpha =        2   [0, 2]
     beta = 0.988294   [-1, 1]
      gam =  18.7061   [0, Inf]
    delta =  154.031   [-Inf, Inf]

The solution is also pretty close to your solution from stablefit, except for the beta parameter.

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Answer 1

Ameer Hamza 2020-4-8

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/516240-unexplained-error-using-fitdist-with-stable-distro-help#answer_424742

The error message shows that MATLAB defines a function named stablefit internally for its own use. The definition of stablefit from Nolan's toolbox is also on MATLAB's path. This confuses the MATLAB and MATLAB seems to call the wrong stablefit function. Remove stablefit from Nolan's toolbox from MATLAB's path, and it will probably work fine.

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Chad Bollmann 2020-4-8

在 MATLAB Online 中打开

Hi Ameer, thank you for your help!

So I see your point on the error messages and how that would seem to be the problem.

But I "installed" Nolan's toolbox for troubleshooting after I first encountered the error.

Additionally, I went into Nolan's toolbox and renamed stablefit to stablefitN and ran the following test. Same error statement.

>> pd2 = fitdist(z,'Stable');
Unrecognized function or variable 'getIpOptions'.
Error in fmincon (line 832)
    options = getIpOptions(options,sizes.nVar,mEq,flags.constr,defaultopt,10,0.01);
Error in prob.StableDistribution>stablefit (line 1318)
    [parmhat,~,err,output] = fmincon(@(params)stable_nloglf(x,params),phi0, ...
Error in prob.StableDistribution.fit (line 211)
            params = stablefit(x,0.05,opt);
Error in fitdist>localfit (line 245)
pd = feval(fitter,x,'cens',c,'freq',f,varargin{:});
Error in fitdist (line 192)
    pd = localfit(dist,fitter,x,cens,freq,args{:});
 
>> stablefit(z);
Unrecognized function or variable 'stablefit'.
 
Did you mean:
>> stablefitN(z);

A search of my MATLAB directory as well as my localuser directory for other "stablefit" conflicts doesn't identify any other files with that name.

Chad Bollmann 2020-4-9

在 MATLAB Online 中打开

Hmm...I can find the file in my MATLAB directory using Windows search. But as you suggest, it isn't in the path:

>>which getIpOptions
'getIpOptions' not found.

After adding to the path, I still have issues with using the 'Stable' option.

>> which getIpOptions
C:\Program Files\MATLAB\R2020a\mcr\toolbox\optim\optim\getIpOptions.m
>> load hospital;
>> x = hospital.Weight;
>> pd = fitdist(x,'Stable');
Error: File: getIpOptions.m Line: 1 Column: 24
Invalid text character. Check for unsupported symbol, invisible character, or pasting of non-ASCII characters.
Error in fmincon (line 832)
    options = getIpOptions(options,sizes.nVar,mEq,flags.constr,defaultopt,10,0.01);
Error in prob.StableDistribution>stablefit (line 1318)
    [parmhat,~,err,output] = fmincon(@(params)stable_nloglf(x,params),phi0, ...
Error in prob.StableDistribution.fit (line 211)
            params = stablefit(x,0.05,opt);
Error in fitdist>localfit (line 245)
pd = feval(fitter,x,'cens',c,'freq',f,varargin{:});
Error in fitdist (line 192)
    pd = localfit(dist,fitter,x,cens,freq,args{:});
 
>> pd2 = fitdist(x,'Normal')
pd2 = 
  NormalDistribution
  Normal distribution
       mu =     154   [148.728, 159.272]
    sigma = 26.5714   [23.3299, 30.8674]

Maybe I'll work on reinstalling tomorrow. Thanks for your continuing help!

Chad Bollmann 2020-4-9

在 MATLAB Online 中打开

Hi Walter,

As far as I can tell I have the Optimization Toolbox installed:

>> ver
-----------------------------------------------------------------------------------------------------
MATLAB Version: 9.8.0.1323502 (R2020a)
MATLAB License Number: 827417
Operating System: Microsoft Windows 10 Enterprise Version 10.0 (Build 17763)
Java Version: Java 1.8.0_202-b08 with Oracle Corporation Java HotSpot(TM) 64-Bit Server VM mixed mode
-----------------------------------------------------------------------------------------------------
MATLAB                                                Version 9.8         (R2020a)
Simulink                                              Version 10.1        (R2020a)
Communications Toolbox                                Version 7.3         (R2020a)
Computer Vision Toolbox                               Version 9.2         (R2020a)
Curve Fitting Toolbox                                 Version 3.5.11      (R2020a)
DSP System Toolbox                                    Version 9.10        (R2020a)
Data Acquisition Toolbox                              Version 4.1         (R2020a)
Deep Learning Toolbox                                 Version 14.0        (R2020a)
Image Processing Toolbox                              Version 11.1        (R2020a)
MATLAB Coder                                          Version 5.0         (R2020a)
MATLAB Compiler                                       Version 8.0         (R2020a)
Optimization Toolbox                                  Version 8.5         (R2020a)
Signal Processing Toolbox                             Version 8.4         (R2020a)
Spreadsheet Link                                      Version 3.4.3       (R2020a)
Statistics and Machine Learning Toolbox               Version 11.7        (R2020a)
Symbolic Math Toolbox                                 Version 8.5         (R2020a)
Wavelet Toolbox                                       Version 5.4         (R2020a)

Chad Bollmann 2020-4-9

在 MATLAB Online 中打开

Ameer, Walter,

Remove -> Reinstall was the key. All good now; thank you for teaching me about the potential complications with mcr files.

>> pd2 = fitdist(x,'Stable');
Warning: Maximum likelihood estimate of the shape parameter ALPHA has converged to a boundary point.
Confidence intervals and standard errors can not be computed reliably. 
> In prob.StableDistribution>stablelike (line 1186)
  In prob/StableDistribution/fit (line 212)
  In fitdist>localfit (line 245)
  In fitdist (line 192) 
>> pd2
pd2 = 
  StableDistribution
  Stable distribution
    alpha =       2   [0, 2]
     beta =  0.9883   [-1, 1]
      gam = 18.7061   [0, Inf]
    delta = 154.031   [-Inf, Inf]