fit_gpa {LMoFit}

Fit Generalized Pareto distribution using the 'lmom' package

Description

Fit Generalized Pareto distribution using the 'lmom' package

Usage

fit_gpa(sl1, sl2, st3, st4)

Arguments

sl1

sample 1st l-moment

sl2

sample 2nd l-moment

st3

sample 3rd l-moment ratio

st4

sample 4th l-moment ratio

Value

A vector of parameters as xi (location), alpha (scale), and k (shape).

Author(s)

Mohanad Zaghloul [aut, cre], Simon Michael Papalexiou [aut, ths], Amin Elshorbagy [aut, ths]

Examples

gpa_par <- fit_gpa(15, 1.7, 0.04, -0.02)