EVIM package

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filip dimitrov on 1 Feb 2012

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Commented: zhang qiang on 4 Dec 2020

I have difficulties with the following issue: When I use the EVIM package for extreme distributions , in particular Generalized pareto distribution, the parameters I obtain are different from those I have as a result from the matlab function "gpdfit". In both functions I use the same threshold value, but I get different results. I will appreciate, if someone helps me out!

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filip dimitrov on 1 Feb 2012

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A little clarification: Prior to use the matlab function "gpdfit", I have subtracted the data above the specified threshold.

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yessine ghezaiel on 6 Oct 2020

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hello, how can i download the evim package ?

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zhang qiang on 4 Dec 2020

So do I ! the original website is missing.

Rafael Vazquez on 16 Mar 2021

http://web.archive.org/web/20020603144701/http://www.bilkent.edu.tr/~faruk/softw.htm

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