fExtremes::pgpd & pgev have always worked for me. Though, if I remember right, the physical sciences and finance tend to use reciprocal definitions for one of the parameters (can't remember which -- xi in gpd perhaps?) so tread lightly.
Michael On Wed, Jan 4, 2012 at 8:21 AM, David Winsemius <dwinsem...@comcast.net> wrote: > > On Jan 4, 2012, at 5:49 AM, Vincy Pyne wrote: > >> Dear R helpers, >> >> I need to use KS and AD test for Generalized Pareto and Generalized >> extreme value. > > > When I searched on these names "Generalized Pareto" and "Generalized > extreme value" I got plenty of hits (over 90 in one case and over 100 in > another) > > You should learn to search with either sos::findFn or with RSiteSearch, > > -- > David. > >> >> E.g. if I need to use KS for Weibull, I have teh syntax >> >> ks.test(x.wei,"pweibull", shape=2,scale=1) >> >> Similarly, for AD I use >> >> ad.test(x, distr.fun, ...) >> >> My problem is fir given data, I have estimated the parameters of GPD and >> GEV using lmom. But I am not able to find out the distribution name I should >> be use for these distributions if I wish to use these tests. >> >> E.g, for gamma, I can use pgamma etc. What distribution name I should use >> for GPD and GEV and for that matter where can I find the distribution names >> I can use for KS and AD test. >> >> Thanks in advance >> >> Regards >> >> Vincy >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > > David Winsemius, MD > West Hartford, CT > > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.