EVIM package
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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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yessine ghezaiel
le 6 Oct 2020
hello, how can i download the evim package ?
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Rafael Vazquez
le 16 Mar 2021
http://web.archive.org/web/20020603144701/http://www.bilkent.edu.tr/~faruk/softw.htm
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