Collection of statics and probability related home-made Matlab functions. The functions are categorized by topics and placed in related folders.
- univariate distributions many with maximum likelihood fit: lognormal, Weibull, logPearson, etc.
- bivariate distribution functions, mostly copulas: Clayton, Gumbel, normal, Hüsler-Reiss, tev, etc.
- extended Kolmogorov-Smirnov test
- Bayesian statistics tools: credible intervals and contours
- maximum likelihood: profile diagnostic, observed Fisher information matrix
- simple histogram plot (not dependent on any toolbox)
- random variable algebra: sum and product of two independent random variables
- etc.
- Description can be found in the source code as comments
- the codes are tested but not extensively
- any feedback, contribution are appreciated
The scripts in this repo have been developed at Department of Structural Engineering, Budapest University of Technology and Economics.