exgfit - Fit ExGaussian distribution to data

Version 1.0.3 (1,69 KB) von Tobias Johansson
Fits ExGaussian distribution to data using maximum likelihood
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Aktualisiert 27. Nov 2019

Lizenz anzeigen

[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.

Zitieren als

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. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2018b
Kompatibel mit allen Versionen
Plattform-Kompatibilität
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Version Veröffentlicht Versionshinweise
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