文件名称:极值模型代码
介绍说明－－下载内容均来自于网络，请自行研究使用
极值理论POT模型阈值选取的hill方法，meplot图绘制，研究极端风险，(Extreme Value Thoery,PeakOver Threshold)
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下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| den.m | 3383 | 2001-03-24 |
| emplot.m | 1414 | 2001-05-15 |
| evim.pdf | 286528 | 2001-10-23 |
| exindex.m | 1861 | 2001-05-15 |
| findthresh.m | 773 | 2001-05-15 |
| gev.m | 1806 | 2001-05-15 |
| gpd.m | 3259 | 2005-05-09 |
| gpd_q.m | 6178 | 2001-05-15 |
| hessi.m | 1580 | 2001-03-10 |
| hessigev.m | 1253 | 2001-04-10 |
| hessigpd.m | 1583 | 2001-03-10 |
| hessipot.m | 1775 | 2001-03-23 |
| hillplot.m | 2441 | 2001-05-15 |
| meplot.m | 655 | 2001-05-15 |
| negloglikgev.m | 328 | 2001-03-25 |
| negloglikgpd.m | 336 | 2001-03-24 |
| negloglikpot.m | 942 | 2001-03-26 |
| nlcongpd.m | 105 | 2001-03-24 |
| parloglik.m | 294 | 2001-03-25 |
| pgev.m | 217 | 2001-05-15 |
| pgpd.m | 222 | 2001-05-15 |
| plot_gev.m | 938 | 2001-05-15 |
| plot_gpd.m | 1874 | 2001-05-15 |
| plot_pot.m | 2324 | 2001-05-15 |
| plotgpdpot.m | 1622 | 2001-05-09 |
| pot.m | 3073 | 2001-05-15 |
| ppoints.m | 224 | 2001-03-09 |
| qgev.m | 249 | 2001-05-15 |
| qgpd.m | 400 | 2001-05-15 |
| qplot.m | 2010 | 2001-05-15 |
| quant.m | 4531 | 2001-05-15 |
| records.m | 700 | 2001-05-15 |
| rgev.m | 285 | 2001-05-15 |
| rgpd.m | 289 | 2001-05-15 |
| shape2.asv | 3201 | 2004-11-06 |
| shape2.m | 3007 | 2004-11-06 |
| shape.asv | 3202 | 2004-11-06 |
| shape.m | 3224 | 2004-11-06 |
| surecol.m | 135 | 2001-05-09 |
| block.m | 818 | 2001-05-17 |
| bmw.mat | 49352 | 2001-04-13 |
| cummax.m | 157 | 2001-03-12 |
| dan.mat | 17520 | 2001-04-13 |
| decluster.m | 1187 | 1999-05-16 |
| spca.m | 12629 | 2015-02-04 |
| FoodPatternExample.xlsx | 10312 | 2015-02-04 |