MATLAB: What formula is used in curve fitting app; probability plot; extreme value

curve fittingcurve fitting formuladistribution formulagumbelprobability formula

Is it some kind of general probability formula or one of Gumbel distributions..? I tried to find out if matlab would somewhere tell what formulas it uses in these ready-made apps, but I didnt find anything..

Thanks for your answers!

Best Answer

I am assuming you are either referring to cftool or dfittool. If you wnat to find out how the functions work, go to "File" and click "Generate Code". Then in the generated code go to the section where you are curious about, For example the extreme value fit uses:

 fitdist(a, 'extreme value');

If you check the documentation for fitdist, you can find the documentation for individual fit modules. In this case I did:

http://www.mathworks.com/help/stats/fitdist.html

then in there under dist name distname go to->

http://www.mathworks.com/help/stats/prob.extremevaluedistribution-class.html

under which there is an explicit formula, as well as detailed documentation.

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