gppdf
Generalized Pareto probability density function (PDF).
For each element of x, compute the probability density function (PDF) at x of the generalized Pareto distribution with parameters shape, scale, and location. The size of y is the common size of x, shape, scale, and location. A scalar input functions as a constant matrix of the same size as the other inputs.
See also: gpcdf, gpinv, gprnd, gpfit, gplike, gpstat
Source Code: gppdf