gpstat
              Compute statistics of the generalized Pareto distribution.
 [m, v] = gpstat (k, sigma, theta)
 returns the mean and variance of the generalized Pareto distribution with
 shape parameter k, scale parameter sigma, and location parameter
 theta.
The size of m (mean) and v (variance) is the common size of the input arguments. A scalar input functions as a constant matrix of the same size as the other inputs.
 When k = 0 and theta = 0, the generalized Pareto distribution is
 equivalent to the exponential distribution.  When k > 0 and
 theta = sigma / k, the generalized Pareto
 distribution is equivalent to the Pareto distribution.  The mean of the
 generalized Pareto distribution is not finite when k >= 1, and
 the variance is not finite when k >= 1/2.  When
 k >= 0, the generalized Pareto distribution has positive density
 for x > theta, or, when k < 0, for
 0 <= (x -  theta) / sigma <= -1 / k.
Further information about the generalized Pareto distribution can be found at https://en.wikipedia.org/wiki/Generalized_Pareto_distribution
See also: gpcdf, gpinv, gppdf, gprnd, gpfit, gplike
Source Code: gpstat