exgfit - Fit ExGaussian distribution to data

版本 1.0.3 (1.7 KB) 作者: Tobias Johansson
Fits ExGaussian distribution to data using maximum likelihood
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更新时间 2019/11/27

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[MU,SIGMA,TAU] = exgfit(X,S) fits the ExGaussian distribution to data in
vector X using maximum likelihood and returns the fitted parameters MU,
SIGMA, and TAU. The ExGaussian distribution is formed by the sum of
independent normal and exponential observations. MU and SIGMA denotes
the mean and standard deviation of the normal component and TAU denotes
the mean of the exponential component. S is a three-element vector of
starting values for MU, SIGMA, and TAU when fitting the distribution to
data. SIGMA must be positive and TAU at least zero.

引用格式

Tobias Johansson (2024). exgfit - Fit ExGaussian distribution to data (https://www.mathworks.com/matlabcentral/fileexchange/70225-exgfit-fit-exgaussian-distribution-to-data), MATLAB Central File Exchange. 检索来源 .

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版本 已发布 发行说明
1.0.3

Fixed a parameter order bug. Thanks to Mei-heng Lin for pointing this out.

1.0.2

Changed description slightly.

1.0.1

Constrained tau to be at least zero, rather than greater than zero.

1.0.0