[ncl-talk] Extreme-Value Statistics

[IN]

Dear All,
        I am using NCL for Extreme value statistics. I want to fit
 generalized extreme value (GEV) distribution and  generalized pareto
to my data.

I started with example 6 on this page.

https://www.ncl.ucar.edu/Applications/extreme_value.shtml

and compared the results with EASYFIT from  www.mathwave.com using the
river_flow data from the example.

I used  extval_mlegev and got these values for center, scale and shape.

487.1327 , 308.7766  and 0.09367528

However from Easyfit, I am getting these values (see attached pictures)

486.88, 322.72 and   -0.10936

So my questions are :
Why there is difference ? Both NCL and EASYFIT use Maximum-Likelihood
Estimation for calculation of these paramters. Also I need to calculate
these
paramters for generalized pareto distribution. How can I do that with NCL?

In addition, I have option in EASYFIT to get  95 percentile ( or any other
percetile)
from Inverse CDF (see last two pictures), Can I do similar statistic with
NCL?

Thanks in advance
Best Regards
Imran Nadeem
BOKU, Vienna.
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