EVIM package

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!

Answer 1

[filip dimitrov]

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

Answer 2

[yessine ghezaiel]

hello, how can i download the evim package ?

[zhang qiang]

So do I ! the original website is missing.

[Rafael Vazquez]

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