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I have difficulties with the following issue: When I use the EVIM package for extreme distributions , in particular Generalized pareto distribution, the parameters I obtain are different from those I have as a result from the matlab function "gpdfit". In both functions I use the same threshold value, but I get different results. I will appreciate, if someone helps me out!

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Respuestas (2)

filip dimitrov
filip dimitrov el 1 de Feb. de 2012

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A little clarification: Prior to use the matlab function "gpdfit", I have subtracted the data above the specified threshold.
yessine ghezaiel
yessine ghezaiel el 6 de Oct. de 2020

0 votos

hello, how can i download the evim package ?

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zhang qiang
zhang qiang el 4 de Dic. de 2020
So do I ! the original website is missing.
Rafael Vazquez
Rafael Vazquez el 16 de Mzo. de 2021
http://web.archive.org/web/20020603144701/http://www.bilkent.edu.tr/~faruk/softw.htm

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Preguntada:

filip dimitrov
filip dimitrov
el 1 de Feb. de 2012

Comentada:

zhang qiang
zhang qiang
el 4 de Dic. de 2020

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