# NOT RUN {
data(soa)
# Look at last 500 observations of SOA data
SOAdata <- sort(soa$size)[length(soa$size)-(0:499)]
# GPD-ML estimator
pot <- GPDmle(SOAdata)
# Large quantile
p <- 10^(-5)
QuantGPD(SOAdata, p=p, gamma=pot$gamma, sigma=pot$sigma, plot=TRUE)
# }
Run the code above in your browser using DataLab