Probplot for Generalized Extreme Value distribution
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The probplot function ( https://www.mathworks.com/help/stats/probplot.html?s_tid=doc_ta ) does not support "Generalized Extreme Value" (GEV) distributions.
I am working with GEV type II (Frechet). Is there a way to this MATLAB?
Thanks in advance.
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Jeff Miller
2021-8-16
Cupid includes the Frechet distribution. It doesn't have probplot function, but you can easily produce something similar:
% assume x1 is a vector of data
dist = Frechet(5,20,100); % Create a distribution object, preferably with parameter values
% in approximately the right range for your data
dist.EstML(x1); % Adjust parameter values to maximum likelihood estimates for this dataset
[obscdf,x] = ecdf(x1); % Compute empirical probability distribution
predcdf = dist.CDF(x); % Compute theoretical cumulative probabilities
figure;
plot(x,obscdf,'*');
hold on
plot(x,predcdf,'-');
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