gp.fit {mev} | R Documentation |
Maximum likelihood estimate of generalized Pareto applied to threshold exceedances
Description
The function fit.gpd
is a wrapper around gp.fit
Usage
gp.fit(
xdat,
threshold,
method = c("Grimshaw", "auglag", "nlm", "optim", "ismev", "zs", "zhang"),
show = FALSE,
MCMC = NULL,
fpar = NULL,
warnSE = TRUE
)
Arguments
xdat |
a numeric vector of data to be fitted. |
threshold |
the chosen threshold. |
method |
the method to be used. See Details. Can be abbreviated. |
show |
logical; if |
MCMC |
|
fpar |
a named list with fixed parameters, either |
warnSE |
logical; if |
[Package mev version 1.17 Index]