# Generalized Pareto distribution

### Description

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

### Usage

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

### Arguments

`x` |
A numeric vector. The sample from which to estimate the parameters. |

### Details

Here the parameter *k* is the negative of *k* in Zhang &
Stephens (2009).

### Value

A named list with components `k`

and `sigma`

.

### Note

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`

.

### References

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

### See Also

`psislw`

, `loo`

,
`loo-package`

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