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Johnson curve fitting

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Johnson curve fitting

by Benjamin Levy

 

08 Mar 2004 (Updated 21 Sep 2006)

Fits a Johnson curve to data based on AS99, returns parameter estimates and curve type.

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Description

Implements Carnegie-Mellon STATLIB/Applied Statistics AS-99 for fitting Johnson curve pdfs and developed by:

Hill, I.D., R. Hill, and R.L. Holder, 1976. Algorithm AS 99: Fitting Johnson Curves by Moments, Applied Statistics, Vol. 25, No. 2, 180-189.

[gamma,delta,lambda,xi,jctype,fault_msg]=cmu_as99_johnson_pdf_off_line(x)

Input:
x vector of sample observations

Output:
Parameter names as in AS-99.
Johnson curve parameters:
AS-99 Hahn-Shapiro
gamma gamma
delta eta
xi epsilon
lambda lambda

Johnson curve type and error state: jctype, fault_msg

MATLAB release MATLAB 6.5 (R13)
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Comments and Ratings (4)
21 Sep 2006 yanling tian

The updated file can not work without 'cmu_as99_johnson_pdf.m' could you upload other files in time

06 Feb 2008 Howard Schoeberlein

This doesn't work in MATLAB V2007a and 2007b. The problem seems to be in the dll file. I get the following error message:

??? Invalid MEX-file 'C:\My MATLAB Work\Johnson
Curves\cmu_as99_johnson_pdf.dll': The specified procedure could not be found.

.

Error in ==> johnson_fit at 42
[gamma,delta,lambda,xi,itype,ifault] = cmu_as99_johnson_pdf(xbar,sd,rb1,bb2);

Note that it seems to be complaining about a proceudre called ".", strange as that is.

22 Apr 2009 Benjamin

For Howard Schoeberlein, I recently learned from Matlab that the reason for the error that you received is due to the fact that the dll was compiled with Compaq fortran, not now supported in current (2008b) matlab vesion. I just found it myself. I'd provide you the source file if you write.

03 Oct 2010 Oleg Nazarevych

cmu_as99_johnson_pdf.dll': Не
найдена указанная процедура.

.

Error in ==> cmu_as99_johnson_pdf_off_line at 77
[gamma,delta,lambda,xi,itype,ifault] =
cmu_as99_johnson_pdf(xbar,sd,rb1,bb2);

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Updates
06 Sep 2006

Bug fix; needs to deal with negative skew data, not just positive skew data as in first version.

21 Sep 2006

forgot to add dll file with new m file.

Tag Activity for this File
Tag Applied By Date/Time
statistics Benjamin Levy 22 Oct 2008 07:15:56
probability Benjamin Levy 22 Oct 2008 07:15:56
johnson curves Benjamin Levy 22 Oct 2008 07:15:56
sb Benjamin Levy 22 Oct 2008 07:15:56
pearson system Benjamin Levy 22 Oct 2008 07:15:56
su Benjamin Levy 22 Oct 2008 07:15:56
johnson curves wilmott poloskov 14 Apr 2010 08:26:01
johnson curves arif 18 Aug 2011 04:11:43

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