EpsilonSkewNormal no longer available in Fitdist or Distributuion Fitter

Hi,

I have noticed that EpsilonSkewNormal is removed from fitdist and Distribution Fitter since R2023a (was available in R2022a-b), I could not find the reason or announcement in the release note. I was wondering what is the reason behind this removal.

Thank you

Answer 1

[Siamak]

To close this question

EpsilonSkewNormal has not been a part of fitdist or Distribution Fitter.

It is defined in one of examples in econometric toolbox (see below). I use this distribution frequently. When I moved my code to the R2023a, I forgot to run the following command

makedist -reset

To ensure that the probability distribution framework recognizes the new distribution.

[the cyclist]

Glad you figured it out.

It's surprising to me that my google search for EpsilonSkewNormal did not turn up that documentation page.

[Siamak]

Yes it is surprising.

Thank you for taking the time to answer this question.

Answer 2

[the cyclist]

I just tried to run

pd = fitdist(randn(20,1),"EpsilonSkewNormal")

in R2022b, and got

Error using fitdist
Distribution name 'EpsilonSkewNormal' is unrecognized.

I also don't see that distribution listed in the R2022b documentation. (I don't have any older versions on my machine.)

So, if it is in some older version, you might need to look in older release notes.

Also, are you sure this was not a custom probability distribution object? I can find no trace of it on the internet.

[Siamak]

I ran your code

pd = fitdist(randn(20,1),"EpsilonSkewNormal")

in R2022b and got

pd =

EpsilonSkewNormalDistribution

EpsilonSkewNormal distribution

theta = 0.491458 [2.22507e-308, 2.10935]

sigma = 1.43967 [0.155053, 2.72429]

epsilon = -0.0775109 [2.22507e-308, 0.571312]

It is also available in menu of Distribution Fitter

I have also Econometrics Toolbox installed. May be it is coming from there.? But I have Econometric 2023a as well.

I am certainly baffled !

[Siamak]

I found one example here

Model and Simulate Electricity Spot Prices Using the Skew-Normal Distribution

the code is (section Model Skewed Residual Series)

ResDist = fitdist(DataTimeTable.StandardizedResiduals,'EpsilonSkewNormal');

disp(ResDist)

This example is the same for R2022b and R2023a

[the cyclist]

What do you get when you type

which fitdist -all

at the command prompt?

[Siamak]

which fitdist -all

E:\Logiciel\MATLAB\R2022b\toolbox\stats\stats\fitdist.m

E:\Logiciel\MATLAB\R2022b\toolbox\stats\gpu\@gpuArray\fitdist.m % gpuArray method