Fit GPD distribution — fit_dst_gpd • famish

Fit GPD distribution

Usage

fit_dst_gpd(
  x,
  method = c("mle", "lmom", "mom", "mge"),
  diagnostics = FALSE,
  ...
)

Arguments

x: Numeric vector from which to fit the distribution.
method: Character; method used to fit the distribution. In the future, this may be allowed to be a fitting function when the estimation method requires specification, like the composite quantile estimator.
diagnostics: Logical; print out diagnostic plots of the fit?
...: Unused; included here for extensibility.

Value

A Generalized Pareto Distribution

Details

A threshold of zero is used for MLE, and is estimated in "lmom".