I have gotten a code from a colleague, which I have to update. The code (EVA_Weibull3.m) conducts a extreme value analysis by using the Weibull3 distribution for wind data (Wind_Krakenes_2005-2016). To evaluate the max values a block maximum method is used, with a block width of 30 days.
The script is working, but I want to include confidence intervals for the Weibull 3 distribution when plotting the return level. My figure now only contains the block maximum value of the data (blue dots) and the return value of the created distribution (black line).
My problem is that I'm not sure how to calculate the 95% confidence intervals?
I have attached the code, since it is almost 200 lines and I'm not sure what information is needed to calculate the 95% confidence intervals.