Hi,
I have a problem in fitting GPD distribution.
i generate random numbers from gpd distribution from specific parameters
using pot packege then i used fitgpd function to estimete the parameters.The
estimated parameters are not matched with the given parameters i.e.from
which i generate random numbers.I think estimated parameters should be
matched with the given parameters.Also suggest me another good packege for
GPD.
for e.g.
k2<-rgpd(100,loc=100000,scale=229678.21 ,shape=0.41)
fitgpd(k2,100000,"mle")$param
scale shape
4.271966e+05 2.092887e-01
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