upperparams
Upper Pareto tail parameters
Syntax
Description
returns the two-element vector params
= upperparams(pd
)params
, which includes the shape
and scale parameters of the generalized Pareto distribution (GPD) in the upper tail
of pd
.
upperparams
does not return the location parameter of the
GPD. The location parameter is the quantile value corresponding to the upper tail
cumulative probability. Use the boundary
function to return the location parameter.
Examples
Input Arguments
Version History
Introduced in R2007a