[R] Fitting Pareto distribution to some data

Paul Smith phhs80 at gmail.com
Mon Sep 4 15:14:39 CEST 2006

On 9/3/06, Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:
> > 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.

Thanks, Prof Brian Ripley.


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