Fastfit

The Fastfit Matlab toolbox This toolbox implements efficient maximum-likelihood estimation of various distributions. It utilizes the technique of generalized Newton iteration, described in the following papers: Beyond Newton’s method, Estimating a Dirichlet distribution, Estimating a Gamma distribution. This toolbox is based on the Lightspeed toolbox, so you will need to install both. (Source: http://plato.asu.edu)