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fitmethis

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fitmethis

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04 Feb 2013 (Updated )

FITMETHIS finds best-fitting distribution to data vector

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Description

F= fitmethis(X) finds the distibution 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) 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).

Required Products Statistics Toolbox
MATLAB release MATLAB 8.0 (R2012b)
MATLAB Search Path
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Comments and Ratings (1)
05 Feb 2013 Francisco de Castro

I didn't realize there was already a function to do this (more comprehensive, probably): ALLFITDIS by Mike Sheppard.

Updates
29 Oct 2013

Modify helper function plotfitdist.m

11 Nov 2014

Better handling of preferred distribution

11 Nov 2014

Better handling of preferred distribution in FITMETHIS. Better plot of discrete distributions in PLOTFITDIST

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