MATLAB: Custom distribution in Distribution Fitting Tool

Question

Dear all,

I am trying to fit an inverse Gamma distribution to a random sample.Initially, I coded the inverse Gamma distribution and then import it to the dfittool. The problem is that when I attempt to fit the distribution and obtain the mle parameters it is not listed there. There are only a few other distributions in the drop down list that you are allowed to fit to. Does this indicate an error or that the inverse gamma is not a good fit?

I also get an error when importing the distribution:

??? Java exception occurred: java.lang.NullPointerException at com.mathworks.toolbox.stats.DistributionFitting.addFitType(DistributionFitting.java:296)

Error in ==> dfsetdistributions at 20 dft.addFitType('addparamfit',a.name, a.code, a.pnames, a.pdescription, … Error in ==> dfcustomdist at 99 dfsetdistributions(dft,dists);

??? Error while evaluating uimenu Callback

I am confused and anyone's help will be appreciated.

BEst Regards,

Konstantinos

Answer 1

Konstantinos, this does not indicate a bad fit, as no preliminary fit is attempted. Distributions could be ruled out if they are inconsistent with the data in some way. These include discrete distributions for non-integer data, and positive distributions for data containing negative values.

The error message is going to be hard to figure out remotely. If you feel like sending the file you imported to tlane at mathworks dot com, I'll take a look.