Deprecated function name to fit an extended generalized Pareto family. The user should call fit.extgp instead.
egp2.fit(
data,
model = 1,
method = c("mle", "pwm"),
init,
censoring = c(0, Inf),
rounded = 0,
CI = FALSE,
R = 1000,
ncpus = 1,
plots = TRUE
)data vector.
integer ranging from 0 to 4 indicating the model to select (see extgp).
string; either 'mle' for maximum likelihood, or 'pwm' for probability weighted moments, or both.
vector of initial values, comprising of \(p\), \(\kappa\), \(\delta\), \(\sigma\), \(\xi\) (in that order) for the optimization. All parameters may not appear depending on model.
numeric vector of length 2 containing the lower and upper bound for censoring; censoring=c(0,Inf) is equivalent to no censoring.
numeric giving the instrumental precision (and rounding of the data), with default of 0.
integer; number of bootstrap replications.
integer; number of CPUs for parallel calculations (default: 1).
logical; whether to produce histogram and density plots.
fit.extgp