gfit error message in generalized Pareto (GP) distribution

6 views (last 30 days)
Hello,
I compute return period using gpfit (Generalized Pareto parameter estimates) to calculate the return period, while I calculate the maximum likehood, I got an error message below.
Warning: Maximum likelihood has converged to an estimate of K < -1/2.
Confidence intervals and standard errors can not be computed reliably.> In gpfit (line 124)
I guess this happens with small values in the inputs, but I have no idea how to sort it out. Could you please help????
Thanks

Answers (0)

Products


Release

R2018b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!