[Octave-bug-tracker] [bug #47369] [octave forge] (statistics) gevfit malfunctioning (because of fminunc failure)

[Nir Krakauer]

Follow-up Comment #6, bug #47369 (project octave):

Your comparison with Matlab is misleading, because Matlab's gevfit has no
equivalent of the paramguess input (so the [0 1 0] is not treated as the
initial guess). I think it is useful for now to keep paramguess in our version
to allow users more control. But with an equivalent input configuration as
Matlab (i.e. no paramguess), our version also converges.

In this particular case and for an initial guess of [0 1 0], nelder_mead_min
would do a better job of finding the optimum than fminunc. However, it isn't
clear whether this applies generally.

I now added a warning based on the status flag returned by fminunc. However,
for the case gevfit(x, [0 1 0]), the flag indicates convergence, which may be
a bug in fminunc, so there's no warning if gevfit is called with 1 output. If
gevfit is called with 2 outputs, there is a warning, because then the Fisher
information matrix is computed (and found to be not positive definite).

I also changed the returned vector orientation to be the same as Matlab.

https://sourceforge.net/p/octave/statistics/ci/b11f43821a99b693e9e92218c83f304c4d46a469/

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