phat = evfit(x)
[phat, pci] = evfit(x, alpha)
[phat, pci] = evfit(x, alpha, censoring, freq)
[phat, pci] = evfit(x, alpha, censoring, freq, options)
| Parameter | Description |
|---|---|
| x | real nonempty vector or matrix: sample data. |
| alpha | scalar in the range [0, 1]: significance level. Default is 0.05. |
| censoring | array containing 0 or 1 values: right-censoring flags. |
| freq | array of nonnegative finite values: observation frequencies. |
| options | scalar structure: fitting options accepted for compatibility. |
| Parameter | Description |
|---|---|
| phat | array: estimates for location and scale parameters. |
| pci | array: confidence intervals for the estimates. |
evfit estimates the parameters of the extreme value distribution.
x = [-2 -1 0 1 2 3];
[phat, pci] = evfit(x);| Version | Description |
|---|---|
| 2.0.0 | initial version |