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Short introduction to the Generalized Extreme Values (GEV) distribution

version (36 KB) by E. Cheynet
The GEV distribution is calculated with and without the Matlab statistical toolbox for wind data


Updated 31 Dec 2016

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J. W. Holmes proposes an introduction to the Generalized Extreme Values (GEV) distribution, with application for extreme wind velocities in his book: "Wind loading of structures" [1].
I have decided to reproduce his example, by using both the Matlab statistics toolbox [2], and some "home-made" functions that do not require this toolbox. As this is the first version of the script, some bug may be expected, and updates might come in the next few days. Nothing is really "new" in this submission. Therefore, all credit goes to [1] and [2].
The present submission contains:
• 2 functions fitGEV.m and mygevcdf.m
• One script Example.m
• One .mat file EastSale.m


[1] Holmes, J. D. (2015). Wind loading of structures. CRC Press.

Comments and Ratings (0)




typo + the EastSale.mat file is now included + description

MATLAB Release Compatibility
Created with R2014a
Compatible with any release
Platform Compatibility
Windows macOS Linux