version 1.6.1 (6.21 KB) by Francisco de Castro
FITMETHIS finds best-fitting distribution to data vector, including non-parametric.


Updated 15 Oct 2021

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F= fitmethis(X) finds the distribution that best fits data in vector X among all distributions available in MATLAB's function MLE. Either continuous or discrete distributions are used based on user input or the type of data supplied (see below). A non-parametric (kernel) fitting is added for "difficult" data.
The function returns a structure array with fields:
name: name of the distribution (see HELP MLE for a list)
par: vector of parameter estimates (1, 2 or 3 values)
ci: matrix of confidence limits, one column per parameter
LL: Log-Likelihood of the data
aic: Akaike Information Criterion
Optional arguments can be specified as name/value pairs (see help).

Cite As

Francisco de Castro (2022). fitmethis (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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