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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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filip dimitrov
filip dimitrov 2012-2-1

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A little clarification: Prior to use the matlab function "gpdfit", I have subtracted the data above the specified threshold.
yessine ghezaiel
yessine ghezaiel 2020-10-6

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hello, how can i download the evim package ?

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zhang qiang
zhang qiang 2020-12-4
So do I ! the original website is missing.
Rafael Vazquez
Rafael Vazquez 2021-3-16
http://web.archive.org/web/20020603144701/http://www.bilkent.edu.tr/~faruk/softw.htm

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