Dear all,
I'm trying to produce a log-likelihood profile for a GPD estimate with
the ismev package. When following the examples, everything is working
fine, i.e. I get a nice parabolic log-likelihood curve. When using my
own data (intensity of hurricanes at landfall), the log-likelihood curve
looks like a step function. Am I doing something wrong here? Is my data
not suited for the GPD fit? Any help is highly welcome.
Furthermore: how can I extract the data at which the log-likelihood
curve crosses the confidence coefficient to get the values of the
confidence interval for the given return period?
I've attached the figure of gpd.diag of my data and the figure of
gpd.prof.
Many thanks in advance and best regards,
Jan
<<gpd_diag.png>> <<gpd_prof.png>>
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