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paretotails class

Superclasses: piecewisedistribution

Empirical distributions with Pareto tails

Construction

paretotailsConstruct Pareto tails object

Methods

lowerparamsLower Pareto tails parameters
upperparamsUpper Pareto tails parameters

Inherited Methods

Methods in the following table are inherited from piecewisedistribution.

boundaryPiecewise distribution boundaries
cdfCumulative distribution function for piecewise distribution
dispDisplay piecewisedistribution object
displayDisplay piecewisedistribution object
icdfInverse cumulative distribution function for piecewise distribution
nsegmentsNumber of segments
pdfProbability density function for piecewise distribution
randomRandom numbers from piecewise distribution
segmentSegments containing values

Properties

NumSegments

Number of segments in the piecewise distribution fit to data, stored as a scalar value.

UpperParameters

The parameters of the two-parameter Generalized Pareto Distribution (GPD) fit to the observations in the upper tail, stored as a vector. First value is the shape parameter and the second value is the scale parameter of the GPD.

LowerParameters

The parameters of the two-parameter GPD fit to the observations in the lower tail, stored as a vector. First value is the shape parameter and the second value is the scale parameter of the GPD.

Copy Semantics

Value. To learn how this affects your use of the class, see Comparing Handle and Value Classes in the MATLAB® Object-Oriented Programming documentation.

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