I have Statistics and Machine Learning Toolbox but cannot use allfitdist

I tried running a script I found on http://blogs.mathworks.com/pick/2012/02/10/finding-the-best/ to learn how to find the best distribution fit. When I run the script

% Create a normally distributed (mu: 5, sigma: 3) random data set

x = normrnd(5, 3, 1e4, 1);

% Compute and plot results. The results are sorted by "Bayesian information % criterion".

[D, PD] = allfitdist(x, 'PDF');

I get this error message:

Undefined function or variable 'allfitdist'.

Error in Find_best_distribution (line 7) [D, PD] = allfitdist(x, 'PDF')

I tried using the ver command to confirm that I have the Statistics toolbox and got this:

MATLAB Version 9.0 (R2016a) Statistics and Machine Learning Toolbox Version 10.2 (R2016a)

I also tried the disttool command and that worked.

Why can I not run allfitdist?

Thanks, Josefin

Answer 1

[Marc]

Did you download allfitdist.m from the file exchange? This is not a Mathworks function. If you go back to the blog, there is a link that will take you to the file exchange for allfitdist. Download the file and make sure that you put it in a folder on your path

[Josefin Hedberg]

Thanks a lot Marc! That solved the problem.

Answer 2

[Ginés Aníbal]

Thank you very much Marc!!!!

The zip that indicated for the download, did not contain that added function.

I'm trying to get conditional probabilities between 2 (for now), and 3 hydrological variables.

I will be aware that the authors have news with the extension for more than 2 variables...

best regards, Ginés.

[Walter Roberson]

An archived copy appears to be at https://gitlab.imk-ifu.kit.edu/c.lorenz/Copula_Bias_Correction/-/blob/580c096a56949d32c59e67e26300aa59e68f9ed5/allfitdist.m

[Ginés Aníbal]

Hello Walter: I did not finish the explanation well: the link indicated 'allfitdist' below, but not in the zip. I downloaded it separately, and as far as I've tried, it works.

But I'll follow your advice, in case this adds any bias correction.

thanks, and best regards