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Parameter Estimation - Generalized Extreme Value Distribution

2 messages · Maithili Shiva, J. R. M. Hosking

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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
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Maithili Shiva wrote:
Package lmom, function pelgev.

J. R. M. Hosking