Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: OBRE algorithm
Replies: 6   Last Post: Dec 5, 2012 1:41 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Koen

Posts: 2
Registered: 11/29/12
Re: OBRE algorithm
Posted: Nov 29, 2012 6:07 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Hi Jorge,

How was your luck? Managed to implement your OBRE in Matlab?

Kind regards,
Koen

"Jorge Lara" <jorge.lara.alvarez@gmail.com> wrote in message <k01rpe$68p$1@newscl01ah.mathworks.com>...
> Hi Igor,
>
> I see that it has been a year. But I am going to implement OBRE in matlab.
>
> Did you have any luck before?
>
> "Moiseev Igor" <moiseev.igor@gmail.com> wrote in message <ihrbe7$brg$1@fred.mathworks.com>...

> > Hi Simon, I see it is three years past, but in any case we're going to implement the OBRE algorithm for extreme data using Matlab. The implementation is based on the article
> >
> > "Exceedances over High Thresholds A Guide to Threshold Selection" by D.J. Dupuis, Department of Engineering Mathematics, DalTech Dalhousie University, Halifax Nova Scotia
> > Canada
> >
> > Are you still interested? Did you got any info about the problem that time?
> >
> > Thank you in advance and all the best!
> > Igor.
> >
> > "Simon " <shchan.nospam@northwatercapital.com> wrote in message <fpurag$ll$1@fred.mathworks.com>...

> > > Has anyone implemented an Optimal Bias Robust Estimator for
> > > fitting the Generalized Pareto Distribution or know a link
> > > to get one? Thanks.




Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.