Description Usage Arguments Value Examples
Maximum Likelihood Estimation of the tails by fitting a tailW or a FTG.
1 |
sample |
Sample data. |
dist |
Name of the distribution to fit. |
Gives a list of the estimated parameters fo the function fitted. For the TailW it returns, scale and shape. Fot the FTG it returns the parameters scale, shape, and threshold.
1 2 3 4 5 6 7 8 9 | scale <- 2
shape <- 1
threshold <- 1
s <- rtailw(1000, threshold = threshold , scale = scale, shape = shape)
fits <- fittail(s, dist = "TailW")
x_seq <- seq(threshold, max(s), length.out = 500)
theo_density <- dtailw(x_seq, threshold = threshold, scale = fits$scale, shape = fits$shape)
hist(s, probability = TRUE, breaks = "FD")
lines(x = x_seq, y = theo_density, col = "red")
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