Exponential analysis

Version 1.0.0.0 (910 Bytes) by Pieter Van Gelder
Performs a fast exponential analysis on the POT dataset stored in array X.
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Updated 1 Sep 2004

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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

Cite As

Pieter Van Gelder (2026). Exponential analysis (https://www.mathworks.com/matlabcentral/fileexchange/5808-exponential-analysis), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R10
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0