[R] Fitting Pareto distribution to some data

Prof Brian Ripley ripley at stats.ox.ac.uk
Sun Sep 3 18:30:53 CEST 2006

On Sun, 3 Sep 2006, Paul Smith wrote:

> Dear All
> I am trying to fit Pareto distribution to some data. MASS package does
> not support Pareto distribution. Is there some alternative way?

Actually fitdistr{MASS} does if you supply the pdf for a Pareto.
That is not in base R, but easy to write for yourself.

It seems that Pareto and generalized Pareto is in several packages, 
including POT SoPhy VaR evd evir fExtremes lmomco.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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