Exgauss is a MATLAB toolbox for fitting the ex-Gaussian distribution to data (e.g. response times) using maximum likelihood estimation.
Get the code as follows:
git clone https://github.com/bramzandbelt/exgauss.git
You can also download the code as a ZIP file on the right.
Obtain best-fitting ex-Gaussian parameters (X) by fitting the ex-Gaussian model to the observed data (y) using a bounded Simplex algorithm and maximum likelihood estimation:
[X,fVal,exitFlag,solverOutput] = exgauss_fit(y);
Compute Pearson's χ2 goodness-of-fit statistic:
chiSquare = exgauss_chi_square(y,X);
Plot a histogram of the observed data (y) and and a line plot of the ex-Gaussian probability density function (PDF), using the best-fitting parameters:
figure;hold on
exgauss_plot('pdf',y,X);
Plot quantiles (.1, .3, .5, .7, .9, hard-coded in exgauss_plot) of the observed data (y) and and a line plot of the ex-Gaussian cumulative distribution function (CDF), using the best-fitting parameters:
figure;hold on
exgauss_plot('cdf',y,X);
Plot both the histogram/PDF and quantiles/CDF in one figure:
figure;hold on
exgauss_plot('both',y,X);
Print the figure as 'fileName.png' in the present working directory:
figure;hold on
exgauss_plot('both',y,X,'fileName');
If you intend to publish results obtained with this code, you can cite it as follows: Zandbelt, Bram (2014): exgauss. figshare. http://dx.doi.org/10.6084/m9.figshare.971318
Version 1.3 - June 2014
Changes in version 1.3 - Added computation of Pearson's χ2 goodness-of-fit statistic.
Changes in version 1.2 - Corrected a bug in code for computing the normalized ex-Gaussian probability density function.
Changes in version 1.1 - Corrected a bug in plotting the PDF, added functionality for plotting CDFs, and added exporting figure as *.png file.
E-mail: bramzandbelt@gmail.com
Web: www.bramzandbelt.com
© 2014 Bram B. Zandbelt
This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
You should have received a copy of the GNU General Public License along with this program. If not, see http://www.gnu.org/licenses/
Lacouture, Y., & Cousineau, D. (2008). How to use MATLAB to fit the ex-Gaussian and other probability functions to a distribution of response times. Tutorials in Quantitative Methods for Psychology, 4(1), 35-45.
Lewandowsky, S., & Farrell, S. (2010). Computational modeling in cognition: Principles and practice. Sage.