clear all
K = 0.5;
sigma =1.2;
theta =0; % This parameter must be equal to 0, in Matlab mle approach
R = gprnd(K,sigma,theta,1000,1);
Phat = mle(R,'distribution','gp');

在输入 r=gprnd(k,sigma,theta,1000,1)的时候 系统说??? Undefined function or variable 'gprnd'.

请问什么地方有问题呢? 谢谢

当我输入[phat,pci]=mle(data,'distribution','gp')  系统提示

??? Error using ==> mle
First argument must be a distribution name.　　

请问应该怎么修改呢？　谢谢

我也试了一下,好像这个gprnd()在matlab7.0中的statistics toolbox，不过我没有找到

help gppdf
GPPDF Generalized Pareto probability density function (pdf).
    Y = GPPDF(X,K,SIGMA,THETA) returns the pdf of the generalized Pareto (GP)
    distribution with tail index (shape) parameter K, scale parameter SIGMA,
    and threshold (location) parameter THETA, evaluated at the values in X.
    The size of Y is the common size of the input arguments.  A scalar input
    functions as a constant matrix of the same size as the other inputs.

    Default values for K, SIGMA, and THETA are 0, 1, and 0, respectively.

    When K = 0 and THETA = 0, the GP is equivalent to the exponential
    distribution.  When K > 0 and THETA = SIGMA/K, the GP is equivalent to the
    Pareto distribution.  The mean of the GP is not finite when K >= 1, and the
    variance is not finite when K >= 1/2.  When K >= 0, the GP has positive
    density for X>THETA, or, when K < 0, for 0 <= (X-THETA)/SIGMA <= -1/K.

    See also gpcdf, gpfit, gpinv, gplike, gprnd, gpstat, pdf.

    Reference page in Help browser
       doc gppdf