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| File Information |
| Description |
This M file performs a fast exponential analysis on the POT dataset stored in array X
INPUT:
X: array or scalar values with POT data (peaks over threshold)
tp: time period over which the data is collected
p: probability for which quantile has to be calculated
OUTPUT:
xp: quantile value corresponding to exceedance probability p
sp: uncertainty in quantile value expressed as 1 standard deviation
Figure, showing the POT data, exponential fit, and uncertainty bounds by crosses around the extrapolation to the p-value |
| MATLAB release |
MATLAB 5.2 (R10)
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