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Mike Sheppard

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04 Apr 2012 Screenshot Fit all valid parametric probability distributions to data ALLFITDIST Fit all valid parametric probability distributions to data. Author: Mike Sheppard simulation, statistics, finance, mathematics, potw, pick of the week 166 14
  • 4.88889
4.9 | 10 ratings
04 Apr 2012 Screenshot Multivariate normal random vectors with fixed mean and covariance matrix Random vectors from the multivariate normal distribution with fixed mean and covariance matrix. Author: Mike Sheppard statistics, finance 8 0
04 Apr 2012 Screenshot Political Apportionment Allocates seats according to METHOD until NUM seats have been allocated Author: Mike Sheppard mathematics, optimization, statistics, data exploration 3 1
  • 5.0
5.0 | 1 rating
04 Apr 2012 Screenshot Apply a function to a set of probability distributions Returns the distribution of the function FUN applied to the set of distributions given in VARARGIN Author: Mike Sheppard mathematics, measurement, statistics, simulation 6 0
04 Apr 2012 Screenshot Sum of probability distributions SUMPDF Probability distribution of the sum of distributions Author: Mike Sheppard statistics, measurement, data exploration 6 2
  • 5.0
5.0 | 1 rating
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13 Mar 2012 Fit all valid parametric probability distributions to data ALLFITDIST Fit all valid parametric probability distributions to data. Author: Mike Sheppard

Hi Roni,

The "Best Fit" can be found by the output by either D(1) or PD{1}, depending on if you want a structure or ProbDist class object. You can use the class object directly in other statistical functions, such as:

p=cdf(PD{1},xvalue)

The reason for including all valid distributions is that depending on preferences of model selection or assumptions from the data the distribution that you may prefer to use may be the 2nd or even 3rd "best" from the output, or not given at all. This is especially true if the SORTBY values are close in value, or if a parameter in a given distribution is close to a simpler special case.

Example 3 is an example of the latter; should you use as a model the Negative Binomial Distribution with r=.98 or assume it is actually the more simpler Geometric Distribution with r=1 which is not given as an output?

The error graph is displayed when 'CDF' is given as an input. You can change the number of distributions to include in the plot by adjusting the max_num_dist variable in the plotfigs subfunction.

Hope that helps,

-MIke
15 Feb 2012 Fit all valid parametric probability distributions to data ALLFITDIST Fit all valid parametric probability distributions to data. Author: Mike Sheppard

Warwick, thanks for your note. I am updating the file a bit, and the functionality of custom distributions seems interesting.

If you like, you can e-mail me directly with your improved functionality and I can include it in the next update with acknowledgment.

14 Feb 2012 Fit all valid parametric probability distributions to data ALLFITDIST Fit all valid parametric probability distributions to data. Author: Mike Sheppard

Warwick, for a "potentially a very useful script" I'm sorry you felt it was only worth a rating of one. Do you have suggestions on how it can be improved? Constructive criticism or ways to improve the program/functionality are always welcome, but I did not see any in your comment, other than asking for specific help after giving it a poor rating.

Please re-read the help section; specifically Example 2.

10 Feb 2012 Generation of Random Variates generates random variates from over 870 univariate distributions Author: James Huntley

08 Dec 2011 All Sums Distribution of unique sums among all combinations of vectors. Author: Mike Sheppard

For unequal probabilities see "Sum of probability distributions" #34082
Comments and Ratings on Mike's Files View all
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15 May 2013 Minkowski Sum Minkowski sum of two arrays Author: Mike Sheppard Dytso, Alex

I don't think that your code works.
Try this:

X2=[1 2]
X2 = 1 2
>> X1=[ 6 7]
X1 = 6 7
>> minksum(X1,X2)
ans =7 9

the answer should be 7 8 9
29 Apr 2013 Generalized Bar Charts Stacked, Grouped, Clustered, Floating; and MIXED of any combination Author: Mike Sheppard Mariana

Great code! Can we change color on the bars?
07 Feb 2013 Excel Column Conversion Converts between column name and number for Excel representation Author: Mike Sheppard Benjamin

28 Jan 2013 Repeated Values Finds all repeated values for input X, and their attributes. Author: Mike Sheppard Russell, Timothy

22 Aug 2012 Fit all valid parametric probability distributions to data ALLFITDIST Fit all valid parametric probability distributions to data. Author: Mike Sheppard Kuhs, Manuel

Really appreciate your function, was doing this manually for a while!

I apologise in advance if this is an ignorant question, as I'm a very basic MatLab user.

Would it be possible to amend your script to take into account for situations in which you know some data is missing? The particular type I'm interested in is when I know that my data actually only represents e.g. the first 70% on the CDF.

I hope this question makes sense. I'm not even sure of the right terminology to use!
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data exploration, statistics, mathematics, matrix, measurement
Files Tagged by Mike View all
  • 1 - 5 of
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Updated   File Tags Downloads
(last 30 days) 		Comments Rating
04 Apr 2012 Screenshot Fit all valid parametric probability distributions to data ALLFITDIST Fit all valid parametric probability distributions to data. Author: Mike Sheppard simulation, statistics, finance, mathematics, potw, pick of the week 166 14
  • 4.88889
4.9 | 10 ratings
04 Apr 2012 Screenshot Multivariate normal random vectors with fixed mean and covariance matrix Random vectors from the multivariate normal distribution with fixed mean and covariance matrix. Author: Mike Sheppard statistics, finance 8 0
04 Apr 2012 Screenshot Political Apportionment Allocates seats according to METHOD until NUM seats have been allocated Author: Mike Sheppard mathematics, optimization, statistics, data exploration 3 1
  • 5.0
5.0 | 1 rating
04 Apr 2012 Screenshot Apply a function to a set of probability distributions Returns the distribution of the function FUN applied to the set of distributions given in VARARGIN Author: Mike Sheppard mathematics, measurement, statistics, simulation 6 0
04 Apr 2012 Screenshot Sum of probability distributions SUMPDF Probability distribution of the sum of distributions Author: Mike Sheppard statistics, measurement, data exploration 6 2
  • 5.0
5.0 | 1 rating

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