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Hi, does anybody know where I could find the formulas the matlab code is using in the function gpfit (generalized pareto fit) which returns MLE estimates? [] = gpfit(x,alpha,options) specifies control parameters for the iterative algorithm used to compute ML estimates. This argument can be created by Thank you all for your answers. For those who use MATLAB, the command gpfit can solve this problem simply and very quickly, and moreover, provides trustworthy GPfit is a Python package for fitting geometric programming models to data. This paper describes the approach. GPfit requires installation of GPkit. (2011) in the R package GPfit, with a novel parameterization of the spatial than existing methods, and implemented in a Matlab package, GPMfit. Expand.Good evening all, I am new in Matlab and I am trying to use it for statistical purpose, in particular to analyze time series of precipitation and
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