hi all i have a simple question about the gev dist and ?gevFit from the fExtremes package. does the function ever give a negative tail index? i am reading the text by ruey tsay (chapter 7). the data is included below. the parameter estimates (using gevFit) are all more or less the same as the text but the tail parameter has the opposite sign. (in text they are neg and from R they are positive) am i missing something??? thanking you in advance / allan daily returns series from 1962 - 1998 ibm 0.4280 -0.4280 -1.4390 1.5110 2.3980 4.2630 1.2270 -0.7290 1.6470 -3.2880 -1.3260 0.6140 1.2170 0.2690 -2.6490 1.1630 0.5430 1.7100 3.0140 -0.0970 -2.8170 2.4940 -0.1940 -1.3080 -1.5920 2.2510 -1.3850 -0.1990 0.7950 1.8960 0.1300 -0.0650 0.8370 1.0850 -0.2540 4.0540 0.3660 -0.3660 -0.2440 -3.6190 -0.6370 -0.8340 2.1680 -2.2330 -1.1680 1.2970 -1.4930 0.5220 -0.5880 0.4240 -0.0330 1.2310 1.7240 -0.7620 -1.4780 -0.9100 -1.5800 -3.9940 1.9830 -3.7950 -1.5590 0.9950 -3.7840 2.8960 -0.5360 2.6190 0.6970 -0.1390 1.7910 -1.9640 -0.8740 -0.2110 3.2540 -2.6230 1.1130 -1.7790 -1.9910 -1.4830 -3.8640 2.9850 -0.4420 -2.0900 3.8470 2.0820 -1.6490 1.7190 1.4800 1.3900 -0.0690 -1.6750 1.6750 3.3350 -1.8240 2.0910 -0.5350 1.5980 -1.7320 1.1690 0.2320 2.8100 0.1930 1.5310 0.6950 0.8770 -0.6250 -1.7730 2.2100 -0.3760 -0.0630 -0.2510 -2.1610 -0.3870 1.6000 -1.4710 0.3860 -1.1620 -0.7170 2.5500 0.0000 -1.7690 2.2460 -0.0630 -0.7000 0.3830 -0.6390 -1.3550 3.0080 0.1260 -0.8220 2.4460 0.0620 0.6790 0.3080 1.5810 0.1810 -1.5780 1.2770 -0.3020 0.3630 0.1810 -0.1210 0.4210 0.5990 1.4240 -0.6500 -0.5340 1.0080 0.0000 -0.8290 0.4150 -0.6550 0.1790 0.2390 -0.5370 0.1800 -0.2390 0.0600 0.2390 -0.2090 -0.8110 -0.8480 -0.1820 -1.5350 0.6790 -0.3700 -1.3660 -0.6270 1.5610 -0.4350 0.7750 0.9520 -0.0610 -0.0610 -0.0610 0.1840 0.3060 0.7900 -0.9110 0.1220 0.9710 -0.6660 0.7260 -0.1810 0.6630 1.1350 -0.0590 0.0590 0.0000 -0.8340 1.1320 1.7900 2.7820 1.5990 -0.9790 -0.5350 0.8720 -0.0560 -0.7320 -0.5090 0.0000 2.1340 1.5440 0.8710 0.3240 0.3500 1.2580 -0.3200 -1.0190 0.2700 0.8030 -0.6950 -1.5690 0.6530 2.0960 0.1060 0.9510 -0.7920 -0.1590 0.3180 -0.4250 -0.6400 -0.9140 0.9140 -0.2140 -0.3230 -0.3240 -1.0860 0.4360 2.1510 1.5310 -0.8420 0.1580 -0.8480 0.0000 -0.3730 -1.2890 0.5930 0.6970 -1.0190 -0.0540 -0.8670 -0.1630 -0.3280 -0.4930 0.1650 -1.4370 -0.5020 -1.8070 -1.0310 0.4600 -2.2600 2.7750 0.7380 0.7330 -2.0430 1.1120 -0.8830 -0.6880 -0.5780 0.2320 0.6340 -0.5180 -0.8110 -0.0580 -0.2910 -0.2920 0.4090 0.1170 0.5810 0.3470 2.2830 -1.9380 0.1150 -0.6920 1.3220 1.1360 -1.0530 0.4280 1.0200 0.4500 1.9450 0.6030 -0.6580 -0.3310 -0.1100 -1.2240 0.5030 0.8330 -0.8880 0.3330 -1.7940 0.3380 -0.2250 0.5070 0.6160 0.1120 0.5560 1.7600 -0.4370 0.3280 -0.2180 -0.1090 -0.2190 -0.1100 0.0270 -1.1320 0.9400 0.4940 -0.4390 1.7450 -0.9780 -1.7060 -0.3900 0.7770 -0.4990 -0.1110 1.7100 0.9800 1.7180 -1.5020 0.0000 0.6470 0.7490 1.4820 0.4190 2.5310 0.4070 0.5070 -0.1520 -1.6320 -0.6190 0.4130 1.7380 0.7570 -1.2140 -1.4350 1.9930 -1.1190 -0.6670 -0.8290 0.3130 0.6210 0.5150 0.2050 0.3070 -0.5120 -0.4120 -0.9320 -1.7320 -0.0530 -1.7100 0.2690 1.2820 1.4220 1.5060 1.3810 -0.5090 -1.3370 0.9280 -0.6170 -0.1030 -0.6220 -0.2080 -0.9950 0.0000 0.1580 1.5640 0.0000 -0.1030 0.1040 -0.1030 0.3110 1.2300 0.6100 1.1080 1.5900 1.9530 -1.3630 0.2940 -0.6860 0.9790 2.9760 0.8470 0.5610 -0.1870 4.7460 -1.9800 0.5440 -0.1810 -1.8290 0.9190 0.4560 -0.6390 -1.1050 -1.1170 -1.8910 0.9490 2.4270 -0.1850 -0.0460 -0.6510 0.0000 0.1870 0.5570 0.3690 0.7350 1.4540 0.2710 -0.4510 0.1810 0.0000 0.2710 0.2250 2.3520 0.9600 -1.5760 0.4400 -0.7940 -0.0890 -1.0700 0.8030 0.9730 0.0000 0.0880 1.1800 1.6810 0.5960 -0.6820 -0.1710 -0.6450 -0.4320 -0.4770 0.9520 0.3440 0.7700 0.3400 0.0850 0.8870 0.1680 0.4610 0.0840 -0.2510 -1.4770 -0.6390 0.1280 1.9460 -1.0950 -0.7230 -0.3420 -0.3000 0.5560 -0.6000 1.3660 0.6760 -1.6980 -0.1710 -0.3440 0.4290 -1.2070 -1.0900 1.6090 0.7740 0.1280 -0.1280 -0.1280 0.2140 -0.0860 0.4270 0.1280 -0.4690 0.5120 0.6360 1.0510 1.5060 0.7700 0.4080 -1.2810 -0.3100 -1.1480 0.7320 -1.4160 0.4740 -1.1640 -1.7710 0.4860 -0.6490 1.9330 -0.6400 0.4270 0.7430 0.7380 0.6810 0.5720 -0.9380 0.4180 0.2610 -0.4170 0.5210 -0.0520 -0.6260 -0.1570 -0.0520 0.8350 0.6220 0.8230 0.6130 -0.4080 -0.2560 -1.0820 -0.2070 -1.9930 1.0530 0.4180 0.0000 -1.0490 -0.3700 -0.1590 -0.3190 -1.3390 -0.4860 -0.2170 0.8920 -0.6750 0.1080 -0.4880 -3.1490 1.5080 -1.3960 0.9510 0.0000 -0.7830 0.6710 0.8880 -1.2220 0.1120 0.0560 -0.9540 -2.1650 1.1450 -0.8870 -1.5350 -0.1750 0.5250 1.7860 0.6260 0.1140 0.2270 0.5080 -0.0280 -0.8770 -1.1430 -2.1180 -0.2050 -3.1660 1.0860 2.4020 1.7140 -1.9780 0.2350 -0.2340 1.0520 0.4640 1.5510 -0.8010 0.5160 -0.2290 -0.4020 -0.4040 -0.6370 -1.2280 0.1180 0.7030 0.5810 -0.6980 -1.6500 0.2380 0.8260 1.2850 -0.6980 -0.8800 0.0590 -0.3540 -0.3850 -1.5250 0.3600 0.5980 0.3570 -0.1190 -0.4180 0.0000 0.4190 -0.0600 0.1190 0.0000 0.0000 0.1190 1.5960 1.3400 -0.2310 -2.3470 0.0000 1.1220 -0.6480 -0.9510 -0.4780 -0.1200 -0.9650 -1.2190 0.1230 1.0970 1.0850 -0.1200 -2.0620 -0.2140 0.4600 1.0340 -0.5450 -0.0910 0.0910 0.4860 0.4830 0.0000 -0.2410 -0.7280 0.6060 -0.1810 -0.5460 0.1830 -0.4270 -1.0740 -0.2470 1.1380 2.1780 1.7200 -0.6490 0.2370 0.1770 0.9390 1.5650 1.2570 0.8480 -0.0560 -0.1690 0.8430 -0.2800 -0.5060 1.1770 0.1110 -0.1110 -0.6710 0.1120 -0.5070 1.4590 -0.7270 -1.0150 1.2390 -1.5800 0.1140 0.1990 -1.8020 -0.6950 0.5790 2.5110 0.8980 0.1120 0.3340 1.1060 0.2750 -0.1100 0.1650 -0.5500 -1.0530 0.7210 0.4970 1.3120 -0.7090 0.5460 1.0820 0.5900 -0.6980 -0.2160 0.3230 -0.3240 0.1080 -0.4860 -0.4890 -0.6560 -1.5470 1.2730 0.0000 -0.1100 0.3290 0.3830 0.4360 -0.6550 -0.1100 0.4380 2.5860 -0.1060 0.5310 0.1060 -0.1060 1.4720 -0.1040 -0.4190 0.6280 0.1560 -0.2600 0.0000 0.0000 0.2090 1.0370 -0.3090 0.5160 0.1030 1.0260 -1.0250 -1.2450 0.2090 1.0110 -0.1800 -0.5180 -1.4650 0.3160 0.4190 -1.0520 -0.8500 -1.9380 2.3630 -0.8530 -0.1070 2.4350 -2.0070 1.3770 -0.8460 0.7400 -0.0530 -1.2190 -2.1570 -1.2070 0.3850 -0.6070 1.3740 -0.2730 1.2500 -0.0540 -0.4330 -0.4350 -0.2180 -0.4380 -1.9400 -0.9560 1.6810 1.7620 0.6530 0.7560 -0.8100 -0.5990 1.9460 0.5870 -0.5870 -0.2140 0.9080 0.3180 0.5810 0.0000 -1.7810 -0.6720 -0.4330 1.0790 -0.0540 -0.3770 1.6030 0.8440 0.7330 -0.5760 1.0700 1.0110 -0.6720 0.4140 0.1030 -0.3100 0.3110 1.1300 0.6110 -0.0510 -0.3050 0.4070 -0.5600 0.4070 0.6080 1.3550 -0.5500 0.0500 0.2500 -0.0500 -0.2500 0.2000 0.3490 0.4470 -0.1490 -0.2480 0.4470 -0.0990 1.4290 -0.2940 -0.0490 0.5390 0.5360 -0.5350 0.4870 0.3880 -0.1940 -0.6810 0.6820 -0.4860 -0.2920 0.1960 -1.0790 0.4430 0.4410 0.3900 -0.4880 0.7800 0.7740 -0.8220 0.2430 -0.1940 0.5330 0.5300 0.2400 1.0960 0.0000 0.2840 -0.2840 -0.6660 1.2320 0.1890 0.2820 0.2810 0.3510 0.4900 -0.1860 0.3720 -1.1200 0.1410 0.2340 0.6530 0.0930 0.7860 0.5970 -0.6430 0.0000 -0.3700 -0.9290 0.0000 0.0000 -1.4110 -0.5700 -1.7290 -2.8500 0.9920 -0.8920 1.2870 0.5880 0.8280 0.4350 -0.2900 -1.9550 -2.2960 0.8050 -0.1000 0.6500 0.9920 -0.1970 -1.3440 0.2000 0.4490 -0.8500 0.4010 -0.2000 -1.1080 -0.3040 0.6590 0.5530 -0.0500 -0.3010 0.3020 -0.4530 0.6030 -0.5030 -0.7090 -1.8440 -1.0390 1.0400 1.5390 0.6090 2.8930 -0.4930 -0.6940 -1.1010 -0.2010 -0.8090 -0.4080 1.2680 0.2520 0.9500 1.4570 0.8090 0.9230 1.4880 -1.0050 -1.2100 0.9690 -0.7990 -0.3170 -0.4890 -0.5900 -0.0990 1.0800 0.5840 -1.9610 -1.0950 0.7480 0.2480 -1.3980 -0.1010 1.8930 -0.5940 -0.6970 -0.0500 -0.2500 0.7990 -0.4990 -0.2000 1.9840 0.5870 0.0000 0.9720 1.5350 -0.8130 -0.3370 -1.5530 0.9730 0.9640 0.5740 0.9490 0.3770 1.6810 1.8580 -2.0430 0.6470 3.2200 -1.3020 -1.0910 -0.3670 0.5480 1.2690 0.0000 -2.5550 2.5550 1.0750 -1.0760 0.4490 0.4470 -0.4920 -1.5820 -1.9330 -1.4040 -1.9510 0.8140 1.2790 -1.3740 -0.9590 0.1930 -0.6750 2.4860 2.5520 -0.3810 1.9900 1.6440 -0.5370 0.1350 -0.1350 -2.2490 -2.1590 -1.8570 -1.0140 -1.9100 -0.8940 1.4860 2.9070 0.0000 -1.1530 0.2900 -1.0170 1.0520 3.0940 1.5290 0.1380 -0.2750 -1.6710 -0.2810 -1.3470 0.3560 -0.9650 0.6800 1.1350 -0.1410 1.0890 0.8690 -1.0440 -0.3510 0.1400 -1.5550 0.9570 1.0180 0.0000 -1.5480 -0.8550 1.5260 -0.1060 -1.9950 -0.1440 0.3590 -1.2280 -0.9490 -2.5640 0.1130 1.6400 1.7590 -0.3280 0.0360 -0.4820 -0.6630 0.6640 2.6830 -0.4300 -1.3010 -0.4380 -1.9190 0.0000 -1.9560 0.0760 -0.3810 -1.1500 -2.8540 -2.6120 3.7560 0.5470 0.0000 -0.1560 -0.8630 -0.7120 -1.8420 1.8420 1.7310 -0.4690 1.4010 3.4930 -1.6560 -0.1520 -2.1510 -2.1180 1.2220 -0.0390 2.3240 0.3060 -2.6290 -1.1830 0.7110 -2.1090 -0.4430 0.1620 -1.5440 -4.2240 5.5250 -1.3840 2.5890 1.2700 -0.3150 0.1580 2.6510 -2.3350 0.3150 1.0930 0.0000 0.8500 1.4520 1.0560 0.5610 -0.8630 2.3810 1.3150 0.1740 0.7240 0.7190 0.1430 0.8540 -0.1420 -0.7130 0.8540 1.6880 -0.4190 -0.5620 -1.9920 0.0000 2.2730 2.8380 1.1530 0.6730 0.8010 -1.5750 -0.8480 1.4210 0.9360 1.5180 0.3920 -1.7120 1.1880 0.3270 -0.1960 -2.2530 -0.4700 -0.3380 0.8080 -0.2680 -0.6740 -0.5420 -0.4770 0.3410 0.5440 0.6760 -0.6750 -1.0900 0.9540 2.5450 2.0940 0.7740 1.2770 -0.5090 1.1410 -3.0730 0.9060 0.7700 -0.3210 0.0640 1.9050 0.5020 -0.8800 0.2530 1.1280 0.7440 -1.2440 -1.6400 0.8870 0.6290 0.0250 0.0000 2.8480 1.0930 0.0000 1.4090 1.8000 1.2790 -1.5710 -0.3820 -0.2650 0.1180 -0.3550 0.5900 -2.1410 3.3100 2.2990 0.2840 -0.2830 0.0000 -0.2270 -0.5140 -0.0570 0.8550 0.1700 -1.3700 1.5960 1.7940 0.0560 -1.3980 0.1690 -0.0560 2.4450 1.2000 -0.6530 -0.2180 0.0550 -1.3760 -2.4690 0.2270 0.7910 2.0050 -1.5280 -1.3240 2.0770 -0.7810 2.1060 0.5470 -0.0550 0.4350 1.4560 0.3740 -0.1600 1.1160 1.6760 -0.3650 3.4840 0.0000 -0.2200 0.1040 -0.0520 -0.1040 -0.3110 -1.0990 -3.0440 1.0790 0.2680 0.0540 -0.7520 2.1320 0.2110 0.2110 -0.8440 0.0000 0.5810 -2.0750 1.7050 -0.6360 0.0000 -0.8010 2.0690 -1.4820 -0.7490 2.5450 0.5740 0.5710 0.6190 0.3090 0.8180 1.5650 -0.0500 0.1000 -0.3000 0.0000 -0.3010 0.1010 1.0010 1.5810 -1.2830 -0.8980 0.1000 -0.4010 0.3020 0.5490 -0.1000 0.0500 0.3980 0.4960 -0.5950 0.1990 -0.2480 0.1990 -0.2480 -1.3020 0.4020 0.1000 -0.6040 -0.9120 1.6660 1.1450 0.2970 0.2470 1.3200 -0.9770 -0.2940 0.2950 0.1670 0.2950 -1.1320 -1.8990 -0.7090 -0.5090 0.1020 0.9140 -0.5070 1.1120 0.1010 -0.8060 0.4040 -0.9110 -1.1770 -0.0510 1.1270 0.4060 1.3600 0.0500 0.3990 0.4970 -0.3480 0.2490 1.7700 0.7770 0.0000 -1.1680 0.0000 0.4880 0.7760 -0.6780 5.0270 0.3690 1.9170 -1.3650 0.4110 0.4550 -0.3640 -1.0080 1.1450 0.0000 0.7260 2.6760 0.6140 -0.2620 1.7390 0.0000 1.0290 -0.5130 -1.2080 1.5510 1.1050 0.9670 -1.1360 -0.0850 -0.1690 0.8870 0.5460 -0.1670 -0.5040 -1.5710 -0.3000 -0.2400 0.1720 -0.7780 0.5190 1.2860 0.5100 -0.5090 1.3540 2.4900 0.9790 -2.6310 2.9560 -0.8940 0.2450 0.4880 -0.4870 0.0000 -0.3270 0.6520 2.2480 -0.1590 0.5940 1.1390 0.7010 0.1550 -0.6990 0.3890 0.6970 -1.6730 -3.0680 -0.0810 1.2080 -0.4410 -1.4160 0.4880 1.3700 -0.0800 0.3990 -2.1770 -1.2300 -2.8880 0.7190 0.7560 0.1670 0.9150 0.8250 1.1420 1.1300 -1.1300 0.0000 0.8890 -0.0800 -2.2800 2.6020 -1.4560 0.4880 0.2430 -0.6490 -0.8170 -2.4920 0.8370 -0.5860 -0.3700 -0.9320 0.9330 -2.3040 -1.3920 0.0000 2.4220 0.1710 -1.5480 1.3980 1.6740 0.6700 -1.5560 -0.3830 1.1000 -0.6750 -1.7100 -0.5180 -2.6340 1.3700 3.0670 -0.4270 -0.9440 2.3030 0.4210 -0.8440 -3.0090 2.7750 0.2760 -1.5780 0.8990 -1.1570 0.9440 0.3410 1.1000 0.6710 0.4170 1.9780 2.9750 0.6320 0.6280 -0.2350 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