Use this to save results from fitting a generalized Pareto distribution in Genstat data structures. These results are saved when an analysis is run and must be specified before running an analysis.
- After selecting the appropriate boxes, type the names for the identifiers of the data structures into the corresponding In: fields.
|Estimated parameters||Variate||To save the parameters estimated for the generalized Pareto distribution (eta, sigma)|
|Standard errors of parameters||Variate||Containing standard errors of parameters estimated (as above) for the generalized Pareto distribution|
|Estimated return levels||Variate||Containing the estimated return level for the fitted Generalized Pareto distribution at the probability values specified on the generalized Pareto menu|
|Estimated return probabilities||Variate||Containing the estimated return probabilities for the fitted generalized Pareto distribution at the return levels specified on the Generalized Pareto menu|
|Lower confidence limits||Variate||Containing the lower confidence limits of either the estimated return probabilities or levels for the fitted generalized Pareto distribution depending on whether levels or probabilities respectively were specified on the generalized Pareto menu|
|Upper confidence limits||Variate||Containing the upper confidence limits of either the estimated return probabilities or levels for the fitted generalized Pareto distribution depending on whether levels or probabilities respectively were specified on the main menu|
Display in spreadsheet
Select this to display the results in a new spreadsheet window.
|Clear||Clear all fields and list boxes.|
|Help||Open the Help topic for this dialog.|