Displaying 1 result from an estimated 1 matches for "fgev_fit".
2010 Jun 16
0
fgev + negative location parameter for positive data?
...the negative
value of the location parameter. Is this possible?
library(evd)
r=read.table("clipboard",header=F)[,1]
> length(r)
[1] 2087
> sum(r>=0) #All data points are positive
[1] 2087
> sum(r>=1000000) #All data points are positive
[1] 2087
Now,
> fgev_fit=fgev(r,std.err = FALSE)
> fgev_fit
Call: fgev(x = r, std.err = FALSE)
Deviance: 82397.2
Estimates
loc scale shape
-1.977e+07 1.141e+08 1.555e-02
Optimization Information
Convergence: successful
Function Evaluations: 30
Gradient Evaluations:...