Generalized Pareto Distribution

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

To model extreme events from a distribution, use the generalized Pareto distribution (GPD). Statistics and Machine Learning Toolbox™ offers several ways to work with the GPD.

创造a probability distribution objectGeneralizedCaretodistribution.by fitting a probability distribution to sample data or by specifying parameter values. Then, use the object functions to evaluate the distribution, generate random numbers, and so on.
Work with the GPD interactively by using the Distribution Fitter app. You can export an object from the app and use the object functions.
Use distribution-specific functions with specified distribution parameters. The distribution-specific functions can accept parameters of multiple GPDs.
使用通用分发功能（cdf,ICDF.,pdf,random）具有指定的分发名称（'Generalized Pareto'）和参数。
创造aparetotailsobject to model the tails of a distribution by using the GPDs, with another distribution for the center. Aparetotailsobject is a piecewise distribution that consists of one or two GPDs in the tails and another distribution in the center. You can specify the distribution type for the center by using theCDFFUN.争论paretotails创建对象时。有效值CDFFUN.are'ecdf'（内容的经验累积分配），'核心'(interpolated kernel smoothing estimator), and a function handle. After creating an object, you can use the object functions to evaluate the distribution and generate random numbers.

To learn about the generalized Pareto distribution, seeGeneralized Pareto Distribution.

目的s

GeneralizedCaretodistribution. 广义帕累托概率分布对象

Apps

Distribution Fitter

适用于数据的概率分布

Functions

expand all

`GeneralizedCaretodistribution.`目的Functions

创造`GeneralizedCaretodistribution.`目的

`makedist`	创造probability distribution object
`fitdist`	Fit probability distribution object to data

Work with`GeneralizedCaretodistribution.`目的

`cdf`	Cumulative distribution function
`ICDF.`	逆累积分配功能
`iqr`	Interquartile range
`意思`	概率分布的平均值
`median`	Median of probability distribution
`negloglik`	Negative loglikelihood of probability distribution
`paramci`	Confidence intervals for probability distribution parameters
`pdf`	Probability density function
`proflik`	概率分布的简档似然函数
`random`	Random numbers
`std`	概率分布的标准偏差
`truncate`	Truncate probability distribution object
`var.`	概率分布的方差

`paretotails`目的Functions

创造`paretotails`目的

paretotails Piecewise distribution with Pareto tails

Work with`paretotails`目的

`边界`	分段分配边界
`cdf`	Cumulative distribution function
`ICDF.`	逆累积分配功能
`lowerparams`	Lower Pareto tail parameters
`nsegments`	分段分配的段数
`pdf`	Probability density function
`random`	Random numbers
`segment`	包含输入值的分段分发段
`大明`	上帕累托尾参数

分配特定功能

`GPCDF.`	Generalized Pareto cumulative distribution function
`gppdf`	Generalized Pareto probability density function
`Gpinv.`	广义帕累托反累积分布函数
`gplike`	广义帕累托负值loglikelihip
`gpstat`	广义帕累托均值和方差
`GPFIT.`	Generalized Pareto parameter estimates
`GPRND.`	广义帕累托随机数

最大可能性估计

`mle`	Maximum likelihood estimates
`mlecov`	最大似然估计的渐近协方差

Distribution Plots

`histfit`	直方图具有分配合适
Probability Distribution Function	Interactive density and distribution plots
`probplot.`	Probability plots
`qqplot`	分位式绘图
`randtool.`	Interactive random number generation