Estimate the parameters *k* and *σ* of the generalized Pareto
distribution, given a sample *x*.

1 | ```
gpdfit(x)
``` |

`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 `k`

and `sigma`

.

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
than `LOO-CV`

.

Zhang, J., and Stephens, M. A. (2009). A new and efficient estimation method
for the generalized Pareto distribution. *Technometrics* **51**,
316-325.

`psislw`

, `pareto-k-diagnostic`

,
`loo-package`

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.