The curve in 3 dimensional space fitting.
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Hi I'm solving a curve fitting problem for wind data. I'm trying to estimate the general pareto distribution parameters for exceedances over the threshold.
GP = THRE + ALPHA/BETA*(1 - P^BETA);
where THRE value of the threshold used in the analysis; ALPHA dispersion or scale parameter; BETA mode of the extreme value distribution or shape parameter; P percentile of the quantile of interest;
After performing the threshold selection I obtain the estimated points in the space of
(BETA, ALFA, THRE)
It is the 1-dimensional curve in 3d space. After that we would like to get the regular curve fit. Are there any procedure in Matlab that can perform the fitting of the curve in 3d space?
Here is the link to the plot: http://dl.dropbox.com/u/9430338/beta%2Balfa%2Bfinalthreshold.fig
Thank you for any help! Igor.
BETA-ALFA projection: http://dl.dropbox.com/u/9430338/beta%2Balfa.png
BETA-THRESHOLD projection: http://dl.dropbox.com/u/9430338/beta%2Bthreshold.png
ALFA-THRESHOLD projection: http://dl.dropbox.com/u/9430338/alfa%2Bfinalthreshold.png
Let's back up a step. I think what you are trying to do is estimate the parameters of a generalized Pareto distribution for a single data set. Is that correct?