I have fitted piecewise paretotail distribution where central distribution is kernel and tails are fitted with pareto distribution using foll. codes; now I am wondering how to obtain PDF of this data for this distribution.
Xgrid_data = linspace(min(x),max(x),length(x))
myfun1 = @(x)ksdensity(x,'Function','cdf');
pd_fit = paretotails(Xgrid_data(:,end),0.15,0.85,myfun1);
CDF = cdf(pd_fit,Xgrid_data);