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Generalized Pareto Distribution

Fit, evaluate, and generate random samples from generalized Pareto distribution

Classes

prob.GeneralizedParetoDistribution Generalized Pareto probability distribution object

Functions

makedist Create probability distribution object
fitdist Fit probability distribution object to data
dfittool Open Distribution Fitting app
cdf Cumulative distribution function of probability distribution object
icdf Inverse cumulative distribution function of probability distribution object
iqr Interquartile range of probability distribution object
median Median of probability distribution object
pdf Probability density function of probability distribution object
random Generate random numbers from probability distribution object
truncate Truncate probability distribution object
mean Mean of probability distribution object
negloglik Negative loglikelihood of probability distribution object
paramci Confidence intervals for probability distribution parameters
proflik Profile likelihood function for probability distribution object
std Standard deviation of probability distribution object
var Variance of probability distribution object
gpcdf Generalized Pareto cumulative distribution function
gppdf Generalized Pareto probability density function
gpinv Generalized Pareto inverse cumulative distribution function
gplike Generalized Pareto negative log-likelihood
gpstat Generalized Pareto mean and variance
gpfit Generalized Pareto parameter estimates
gprnd Generalized Pareto random numbers
random Random numbers

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