fitmethis

Version 1.6.1 (6.21 KB) by Francisco de Castro
FITMETHIS finds best-fitting distribution to data vector, including non-parametric.
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4.5K Downloads
Updated 15 Oct 2021

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F= fitmethis(X) finds the distribution that best fits data in vector X among all distributions available in MATLAB's function MLE. Either continuous or discrete distributions are used based on user input or the type of data supplied (see below). A non-parametric (kernel) fitting is added for "difficult" data.
The function returns a structure array with fields:
name: name of the distribution (see HELP MLE for a list)
par: vector of parameter estimates (1, 2 or 3 values)
ci: matrix of confidence limits, one column per parameter
LL: Log-Likelihood of the data
aic: Akaike Information Criterion
Optional arguments can be specified as name/value pairs (see help).

Cite As

Francisco de Castro (2024). fitmethis (https://www.mathworks.com/matlabcentral/fileexchange/40167-fitmethis), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.6.1

Wrong file in the zip.

1.6

Make non-parametric fit optional to avoid memory problems for large data sets.
1.5.2

Comment out some lines in help

1.5.1

New figure.
1.5

Added non-parametric (kernel) distribution.
1.4.0.3

Added stable distribution by request
1.4.0.2

Improved some plotting details and help in plotfitdist.
1.4.0.1

Update figure.
1.4.0.0

Plots the N best distributions, instead of only the best.
1.3.0.0

Better handling of preferred distribution in FITMETHIS. Better plot of discrete distributions in PLOTFITDIST
Correct wrong figure
1.2.0.0

Better handling of preferred distribution
1.1.0.0

Modify helper function plotfitdist.m
1.0.0.0