upperparams - Upper Pareto tails parameters

Class

@paretotails

Syntax

params = upperparams(obj)

Description

params = upperparams(obj) returns the 2-element vector params of shape and scale parameters, respectively, of the upper tail of the Pareto tails object obj. upperparams does not return a location parameter.

Example

Fit Pareto tails to a t distribution at cumulative probabilities 0.1 and 0.9:

t = trnd(3,100,1);
obj = paretotails(t,0.1,0.9);

lowerparams(obj)
ans =
   -0.1901    1.1898
upperparams(obj)
ans =
    0.3646    0.5103

See Also

paretotails, lowerparams

  


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