Two graphs showing maximum likelihood estimates and confidence
intervals of the shape and modified scale parameters over a
range of thresholds are produced. A list object is returned invisibly
with components:
'threshold' numeric vector of length 'nint' giving the thresholds used,
'mle' an 'nint X 3' matrix giving the maximum likelihood parameter estimates
(columns are location, scale and shape respectively),
'se' an 'nint X 3' matrix giving the estimated standard errors for the
parameter estimates (columns are location, scale and shape, resp.),
'ci.low', 'ci.up' 'nint X 3' matrices giving the lower and upper 95
intervals, resp. (columns same as for 'mle' and 'se').