Description Usage Arguments Details Author(s) Examples
Calculates the difference between the theoretical skewness for the Generalised Pareto Distribution (GPD) and the empirical skewness of some data.
1 | Calc.Xi(xi, skewness)
|
xi |
a number indicating the shape parameter for the GPD. |
skewness |
a number indicating the sample skewness. |
The inputs must be numeric and a single value.
For this function to be well defined, xi<1/3.
All parameters must be provided.
This function can be optimised to find the fitted value of the shape parameter Xi for the GPD.
Alison Telford <mm11ajt@leeds.ac.uk>
1 2 3 |
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