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Generalized logistic distribution (GLO) library

version 1.0.1 (5.04 KB) by Guillaume Talbot
A package of the most common functions for the Generalized Logistic distribution (GLO)

14 Downloads

Updated 28 Apr 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

Cite As

Guillaume Talbot (2021). Generalized logistic distribution (GLO) library (https://www.mathworks.com/matlabcentral/fileexchange/91125-generalized-logistic-distribution-glo-library), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2018a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: Extreme values statistical analysis library

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