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Paul
Posts:
8
Registered:
2/14/10


Fitting a Gamma Distribution with threshold parameter : ??? Error using ==> minus
Posted:
Jul 28, 2011 5:53 PM


Hi,
I've got a problem that I can't figure out for the life of me. I'm trying to fit a Gamma distribution to some raw data which includes a lower threshold parameter, and i'm getting the following error message. Could somebody help here please?
CODE %%%%%%%%%%%%%%%%%
c = min(data)/4 k = mean(data)^2 theta = var(data)/mean(data)^2 x = sort(data); n = length(x); pEmp = ((1:n)0.5)' ./ n; wgt = 1 ./ sqrt(pEmp.*(1pEmp)); gammaObj = @(params) sum(wgt.*(gamcdf((xparams(1)),exp(params(2)),exp(params(3)))  pEmp).^2) paramHat = fminsearch(gammaObj,[c,log(k),log(theta)]) paramHat1 = paramHat(1); paramHat2 = exp(paramHat(2)); paramHat3 = exp(paramHat(3));
ERROR %%%%%%%%%%%%%%%%%
??? Error using ==> minus Matrix dimensions must agree.
Error in ==> @(params)sum(wgt.*(gamcdf((xparams(1)),exp(params(2)),exp(params(3)))pEmp).^2)
Error in ==> fminsearch at 205 fv(:,1) = funfcn(x,varargin{:});
Error in ==> gammaFit at 582 paramHat = fminsearch(gammaObj,[c,log(k),log(theta)])
Thanks a bundle !



