Parameter Estimation - Generalized Extreme Value Distribution

Tue, Dec 16, 2008 1:26 AM

Dear R helpers,

How do you estimate the (Location, Scale, Shape) parameters of Generalized Extreme Value distribution using R?

I have tried VGAM but just not able to write the R script.

Please advise.

With regards

Maithili

Thread (2 messages)

Maithili Shiva Parameter Estimation - Generalized Extreme Value Distribution Dec 16 J. R. M. Hosking Parameter Estimation - Generalized Extreme Value Distribution Dec 16