@@ -2134,9 +2134,9 @@ <h3 class="d-inline-block mr-2">
21342134
21352135 ## Compute confidence intervals for parameters of a fitted Generalized Extreme Value
21362136 ## distribution
2137- pd = makedist ("GeneralizedExtremeValue", "k", 0 , "sigma", 1, "mu", 0 )
2138- rand ("seed", 21 );
2139- data = random (pd, 1000 , 1);
2137+ pd = makedist ("GeneralizedExtremeValue", "k", -0.5 , "sigma", 1, "mu", 2 )
2138+ rand ("seed", 1 );
2139+ data = random (pd, 5000 , 1);
21402140 pd_fitted = fitdist (data, "GeneralizedExtremeValue")
21412141 ci = paramci (pd_fitted, "Alpha", 0.05)
21422142
@@ -2147,43 +2147,22 @@ <h3 class="d-inline-block mr-2">
21472147 GeneralizedExtremeValueDistribution
21482148
21492149 Generalized Extreme Value distribution
2150- k = 0
2151- sigma = 1
2152- mu = 0
2153-
2154- warning: matrix singular to machine precision, rcond = 3.77481e-135
2155- warning: called from
2156- polyfit at line 157 column 3
2157- gevfit at line 176 column 3
2158- fit at line 778 column 8
2159- fitdist at line 377 column 9
2160- build_DEMOS at line 94 column 11
2161- classdef_texi2html at line 310 column 7
2162- package_texi2html at line 298 column 9
2150+ k = -0.5
2151+ sigma = 1
2152+ mu = 2
21632153
21642154pd_fitted =
21652155 GeneralizedExtremeValueDistribution
21662156
21672157 Generalized Extreme Value distribution
2168- k = -0.0179158 [-0.0600151, 0.0241835]
2169- sigma = 1.01104 [0.962602, 1.06192]
2170- mu = 0.0393083 [-0.0302083, 0.108825]
2171-
2172- warning: matrix singular to machine precision, rcond = 3.77481e-135
2173- warning: called from
2174- polyfit at line 157 column 3
2175- gevfit at line 176 column 3
2176- mle at line 243 column 10
2177- __paramci__ at line 97 column 6
2178- paramci at line 508 column 9
2179- build_DEMOS at line 94 column 11
2180- classdef_texi2html at line 310 column 7
2181- package_texi2html at line 298 column 9
2158+ k = -0.505978 [-0.520806, -0.491149]
2159+ sigma = 1.00491 [0.982564, 1.02776]
2160+ mu = 2.00433 [1.97453, 2.03414]
21822161
21832162ci =
21842163
2185- -0.060015 0.962602 -0.030208
2186- 0.024184 1.061923 0.108825
2164+ -0.5208 0.9826 1.9745
2165+ -0.4911 1.0278 2.0341
21872166
21882167 </ pre > </ td > </ tr > </ tbody >
21892168 </ table >
@@ -2593,9 +2572,9 @@ <h3 class="d-inline-block mr-2">
25932572
25942573 ## Compute and plot the profile likelihood for the shape parameter of a fitted
25952574 ## Generalized Extreme Value distribution
2596- pd = makedist ("GeneralizedExtremeValue", "k", 0 , "sigma", 1, "mu", 0 )
2597- rand ("seed", 21 );
2598- data = random (pd, 1000 , 1);
2575+ pd = makedist ("GeneralizedExtremeValue", "k", -0.5 , "sigma", 1, "mu", 2 )
2576+ rand ("seed", 1 );
2577+ data = random (pd, 5000 , 1);
25992578 pd_fitted = fitdist (data, "GeneralizedExtremeValue")
26002579 [nlogL, param] = proflik (pd_fitted, 1, "Display", "on");
26012580
@@ -2606,27 +2585,17 @@ <h3 class="d-inline-block mr-2">
26062585 GeneralizedExtremeValueDistribution
26072586
26082587 Generalized Extreme Value distribution
2609- k = 0
2610- sigma = 1
2611- mu = 0
2612-
2613- warning: matrix singular to machine precision, rcond = 3.77481e-135
2614- warning: called from
2615- polyfit at line 157 column 3
2616- gevfit at line 176 column 3
2617- fit at line 778 column 8
2618- fitdist at line 377 column 9
2619- build_DEMOS at line 94 column 11
2620- classdef_texi2html at line 310 column 7
2621- package_texi2html at line 298 column 9
2588+ k = -0.5
2589+ sigma = 1
2590+ mu = 2
26222591
26232592pd_fitted =
26242593 GeneralizedExtremeValueDistribution
26252594
26262595 Generalized Extreme Value distribution
2627- k = -0.0179158 [-0.0600151, 0.0241835 ]
2628- sigma = 1.01104 [0.962602 , 1.06192 ]
2629- mu = 0.0393083 [-0.0302083, 0.108825 ]
2596+ k = -0.505978 [-0.520806, -0.491149 ]
2597+ sigma = 1.00491 [0.982564 , 1.02776 ]
2598+ mu = 2.00433 [1.97453, 2.03414 ]
26302599
26312600 </ pre > </ td > </ tr > </ tbody >
26322601 </ table >
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