Estimate the parameters k and σ of the generalized Pareto distribution, given a sample x.
A numeric vector. The sample from which to estimate the parameters.
Here the parameter k is the negative of k in Zhang & Stephens (2009).
A named list with components
This function is primarily intended for internal use, but is exported
so that users can call it directly if interested in PSIS for purposes other
Zhang, J., and Stephens, M. A. (2009). A new and efficient estimation method for the generalized Pareto distribution. Technometrics 51, 316-325.