Azzera filtri
Azzera filtri

gprnd, gpfit: question about theta

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ARGY B
ARGY B il 27 Mag 2019
I have a vector with 100 measurements. --> [x]
So i used:
[parmhat,parmci] = gpfit(x). (to get the Generalized Pareto parameter estimates)
But I don't understand how I can calculate the parameter theta, which is needed for gprnd, in order to genarate a new sample of 1000 measurements.

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