dot-fit.gpd.grimshaw: GP fitting function of Grimshaw (1993)

.fit.gpd.grimshawR Documentation

GP fitting function of Grimshaw (1993)

Description

Function for estimating parameters k and a for a random sample from a GPD.

Usage

.fit.gpd.grimshaw(x)

Arguments

x

sample values

Value

a list with the maximum likelihood estimates of components a and k

Author(s)

Scott D. Grimshaw


mev documentation built on Sept. 11, 2024, 8:14 p.m.