Lower Pareto tail parameters
returns the two-element vector params
= lowerparams(pd
)params
, which includes the shape
and scale parameters of the generalized Pareto distribution (GPD) in the lower tail
of pd
.
lowerparams
does not return the location parameter of the
GPD. The location parameter is the quantile value corresponding to the lower tail
cumulative probability. Use the boundary
function to return the location parameter.
boundary
| gpfit
| nsegments
| paretotails
| segment
| upperparams