Extreme value distribution of maximum values with probplot function
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Hi,
I want to create a probability plot with the probplot function for positive extreme values. The probability function should follow the Gumbel distribution (or Extreme value type I). I have created the histogram with the example from: https://se.mathworks.com/help/stats/extreme-value-distribution.html
figure
subplot(1,2,1)
data = MX_base_max_t(:,1);
EV = evfit(-data);
y = linspace(min(data),max(data),1001);
histogram(data,linspace(min(data),max(data),30));
p = evpdf(-y,EV(1),EV(2));
line(y,length(data)*(max(data)-min(data))/30*p,'color','r','LineWidth',2)
ylabel({'PDS for';'Extreme value distribution'})
subplot(1,2,2)
probplot('extreme value',-data)
grid on
title('')
ylabel({'Probability plot for';'Extreme value distribution'})
But when plotting in the probplot function, it only fits when using " - data " and not the positive values. But then my probability function does not follow my pdf.
Any ideas how to do the probability plot so the extreme values are to the right and not to the left?
Thank you,
Marie Thordal
1 Kommentar
Frank Kemper
am 21 Jan. 2020
Hello. I have the same question. Could you solve it somehow?
Thank you
Frank
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