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Extreme value based on POT/GPD approach.

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asked Jan 13 by Ekalavya about Scilab
edited Jan 18 by Robert Polubinski

I am looking for Scilab code to get extreme value, using Generalized Pareto Distribution and Point over threshold method. The program should be capable of plotting q-q, return level with confidential band, similar to what is described in the book by Coles. If alternate approach/codes are available please do inform. I am a beginner at using Scilab.

1 Answer

0 votes
answered Jan 18 by Robert Polubinski (221,940 points)

You have to use the available websites listed through Google since I couldn't find anything specific to your inquiry. Use the link posted below in order to visit the websites I've mentioned.

I also recommend checking the documentation available for Scilab: https://www.scilab.org/resources/documentation

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