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

[Nicholas Jankowski]

Follow-up Comment #5, bug #47369 (project octave):

this is still present in the Octave 6.4.0, statistics 1.4.2.

the comment 0 test:

matlab 2021a:

 p = gevfit(x, [0 1 0])

 p =
   -0.0092  219.5077  556.1071


octave:

p = gevfit(x, [0 1 0])
p =

     7.3956    35.1377   255.7373


using the suggested optim package function:

p =

  -9.1576e-03   2.1951e+02   5.5611e+02



No warning is produced as suggested by Nir in comment #3, so not sure which
repository change he was referring to and if it made it into the released
version. 

checking the 'automatic param estimation', I notice the default is a column
not a row vector, and so get:

Octave:

>> p = gevfit(x)
p =

  -6.9804e-03
   2.1645e+02
   5.5777e+02


Matlab:

>> p = gevfit(x)
p =
   -0.0092  219.5077  556.1071


so in addition to the output discrepancy this is also a format compatibility
concern.  that latter part might be worth a quick correction separate from
solving the former problem.

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