exgfit - Fit ExGaussian distribution to data

Fits ExGaussian distribution to data using maximum likelihood
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Updated 27 Nov 2019

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[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 .

MATLAB Release Compatibility
Created with R2018b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.3

Fixed a parameter order bug. Thanks to Mei-heng Lin for pointing this out.

1.0.2

Changed description slightly.

1.0.1

Constrained tau to be at least zero, rather than greater than zero.

1.0.0