Home Forums PeaksOverThreshold fitting error

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  • #2331
    hessinemaaoui
    Keymaster

    Hi, i whant to instance a gdp distribution from a set of observation.
    When i use the function fit in a PeaksOverThreshold instance diden’t work.
    I suppose that this method is slow because is computationally very expensive, it’s correct?
    This is my code:
    PeaksOverThreshold pot = new eaksOverThreshold(threshold);
    EstimateByLogLikelihood parameterGDP = pot.fit(observed);
    double[] paramFittedGDP = prameterGDP.getFittedParameters().toArray();
    GDP =
    new generalizedParetoDistribution(paramFittedGDP[0],paramFittedGDP[1]);

    Thanks in advance!

    M

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