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PeaksOverThreshold fitting error

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  • #2331
    mbotta00
    Member

    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

    #2357
    kenyiu
    Participant

    Hi,

    Sorry, I don’t have your data to reproduce the issue. How big is your dataset please?
    However, when I use mine (contains only 50 values) with the following code, the code returns in 0.033s (on my slow PC):

    For your reference, below is the dataset (wind) I used:
    32.98, 69.4, 28.58, 26.89, 38.82, 24.01, 38.09, 34.64, 45.21, 38.96, 36.82, 38.26, 31.57, 27.43, 31.31, 32.54, 30.18, 26.63, 54.75, 27.71, 22.8, 25.55, 38.9, 25.66, 22.64, 23.75, 27.69, 43.66, 42.99, 47.91, 24.04, 31.55, 26.69, 26.88, 35.21, 28.12, 28.88, 33.83, 25.99, 37.23, 27.12, 29.12, 24.74, 25.45, 29.48, 98.16, 29.45, 44.61, 24.24, 33.86,

    #2366
    mbotta00
    Member

    Thanks for the answer.
    I found the problem, the Threshold was wrong!
    Best regards.

    Matteo

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