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Probplot for Generalized Extreme Value distribution

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The probplot function ( ) 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.

Accepted Answer

Jeff Miller
Jeff Miller on 16 Aug 2021
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
hold on

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