Probplot for Generalized Extreme Value distribution

The probplot function ( https://www.mathworks.com/help/stats/probplot.html?s_tid=doc_ta ) does not support "Generalized Extreme Value" (GEV) distributions.

I am working with GEV type II (Frechet). Is there a way to this MATLAB?

Thanks in advance.

Answer 1

[Jeff Miller]

Cupid includes the Frechet distribution. It doesn't have probplot function, but you can easily produce something similar:

% assume x1 is a vector of data

dist = Frechet(5,20,100);  % Create a distribution object, preferably with parameter values
                           %  in approximately the right range for your data
dist.EstML(x1);            % Adjust parameter values to maximum likelihood estimates for this dataset

[obscdf,x] = ecdf(x1);     % Compute empirical probability distribution
predcdf = dist.CDF(x);     % Compute theoretical cumulative probabilities

figure;
plot(x,obscdf,'*');
hold on
plot(x,predcdf,'-');

[Hector de Santos]

Thank you Jeff