gpd.fitu: GPD Compute mle over a range of u

In K-Molloy/tevt: Threshold Methods for Extreme Value Theory

Description

GPD Compute mle over a range of u

Usage

gpd.fitu(data, umin, umax, nint = 10, ...)

Arguments

data	dataset
umin	lower xi value
umax	upper xi value
nint	Number of intervals default is set to 10
...	additional parameters for the gpd fitting function

Examples

data(danish)
gpd.fitu(danish, 0, 20)

K-Molloy/tevt documentation built on Dec. 18, 2021, 2:34 a.m.