exgfit - Fit ExGaussian distribution to data
[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.
Cite As
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. Retrieved .
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- AI and Statistics > Statistics and Machine Learning Toolbox > Probability Distributions > Continuous Distributions > Half-Normal Distribution >
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