How to use fitdist or gevfit and force the GEV distribution to a specific type (Type I)
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Roan A. Gideon
am 10 Sep. 2020
Kommentiert: Roan A. Gideon
am 13 Sep. 2020
I am using annual maxima wind speed data and am trying to model the distribution using GEV Type 1. When I use either fitdist() with 'GeneralizedExtremeValue' or gevfit(), I get a negative k value for my data, but I want to fit the distributing using k = 0 for GEV Type 1. Is it possible to specify the GEV Type or to force k to 0 using either of these functions?
Some sample code is here:
pd_wind_annualmax_GEV = fitdist(WNDSPD_hub_annualmax, 'GeneralizedExtremeValue'); %WNDSPD_hub_annualmax contains 35 years of annual max wind speeds
pd_wind_annualmax_GEV_v2 = gevfit(WNDSPD_hub_annualmax)
These yield the same result but I tried both to see if it is possible to force k to 0 for Type 1 with one of the functions.
The first line yields:
Generalized Extreme Value distribution
k = -0.0646859 [-0.209939, 0.0805676]
sigma = 2.65585 [2.08858, 3.3772]
mu = 31.2358 [30.2828, 32.1888]
The second line yields:
-0.0647 2.6559 31.2358
Thank you for your help!
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Jeff Miller
am 10 Sep. 2020
I think you want the extreme value type I or Gumbel distribution, which MATLAB seems to call the "ExtremeValue" distribution. So, the command would simply be:
pd_wind_annualmax_GEV = fitdist(WNDSPD_hub_annualmax, 'ExtremeValue');
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