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Upper Pareto tails parameters
params = upperparams(obj)
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.
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| © 1984-2012- The MathWorks, Inc. - Site Help - Patents - Trademarks - Privacy Policy - Preventing Piracy - RSS |