Generalized logistic distribution (GLO) library

Version 1.0.1 (5,04 ko) par Guillaume Talbot
A package of the most common functions for the Generalized Logistic distribution (GLO)
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Mise à jour 28 avr. 2021

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The Generalized Logistic distribution is an interesting alternative for extreme values modelization, like the GEV or Pearson 3 distributions (among others)

For the Generalized Logistic distribution distribution
-Estimate the parameters of the distribution for a given sample
-Compute the probability density function (pdf)
-Compute the cumulative distribution function (cdf)
-Compute the inverse of the cumulative distribution function
-Generate a random sample

The fitting of the parameters is based on the L-moment method from Hosking and Wallis (1997) :
Hosking, J., & Wallis, J. (1997). Regional Frequency Analysis: An Approach Based on L-Moments. Cambridge: Cambridge University Press. doi:10.1017/CBO9780511529443

Citation pour cette source

Guillaume Talbot (2024). Generalized logistic distribution (GLO) library (https://www.mathworks.com/matlabcentral/fileexchange/91125-generalized-logistic-distribution-glo-library), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2018a
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
Remerciements

A inspiré : Extreme values statistical analysis library

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Version Publié le Notes de version
1.0.1

-Added lines of code to replace complex values (when x is out of range) with NaNs
1.0.0