gpd.fitrange: Fitting the GPD Model Over a Range of Thresholds
Description
Maximum-likelihood fitting for a stationary GPD model,
over a range of thresholds. Graphs of parameter estimates
which aid the selection of a threshold are produced.
Usage
gpd.fitrange(data, umin, umax, nint = 10, show = FALSE)
Arguments
data
A numeric vector of data to be fitted.
umin, umax
The minimum and maximum thresholds at which
the model is fitted.
nint
The number of fitted models.
show
Logical; if TRUE, print details of each
fit.
Value
Two graphs showing maximum likelihood estimates and confidence
intervals of the shape and modified scale parameters over a
range of thresholds are produced.