Warning-pvalue is on the conservative side (i.e. too large) due to ties in the data!

Francisco Fonseca

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May 9, 2014, 5:51:59 PM5/9/14

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Guys I keep getting a warning that shows up several times when running the fitgenparrange.m function in order to get the shape and scale of the GPD. I have no idea why this warning shows up and what it means.

Warning: pvalue is on the conservative side (i.e. too large) due to ties in the data!

> In logps at 171

In fitgenpar at 188

In fitgenparrange at 85

Has anyone had the same problem or knows why this is happening?

Thank you in advance,

Best regards

Francisco

Francisco Fonseca

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May 15, 2014, 12:47:29 PM5/15/14

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Got it, after declustering my data.

Huy Quang Tran

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May 17, 2019, 9:00:29 AM5/17/19

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Hi, This post may be too old, but I came across the same issue when my data contains some ties. The warning message a below:

Warning: pvalue is on the conservative side (i.e. too large) due to ties in the data!

> In logps (line 171)
In fitgenpar (line 204)

As a result, the return level is not reliable as I expected.

Could you please explain how you solved this?

Thanks & Kind Regards

Huy

Vào 02:47:29 UTC+10 Thứ Sáu, ngày 16 tháng 5 năm 2014, Francisco Fonseca đã viết:

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