Maithili Shiva wrote:
 Dear R helpers
I have r file which estimate the parameters of 3 parameter Weibull - (A) - continuous shape parameter (alpha)
      - continuous scale parameter (beta)
      - continuous location parameter (gamma)
(B) Also, I have a r file which calculates the parameters of Generalized Pareto distribution. - location parameter xi, - scale parameter alpha and - shape parameter k However, If I have to use the same files for estimating
 parameters of 2 parameter Weibull and 2 parameter Pareto distribution,   how 
do I use it?
I am giving the R script I am using to calculate the Generalized Pareto distribution as library(lmom) amounts <- (10023.47, 10171.42,13446.83,10263.49,10219.07, 10025.71, 10318.88, 10034.85,10004.98,10012.72) lmom <- samlmu(amounts); lmom parameters_of_Gen_Pareto <- pelgpa(lmom);
 parameters_of_Gen_Pareto
The parameters estimated are xi alpha k 9993.3131812 81.9540457 -0.8213843 If the location paramter xi = 0, then this becomes two
 parameter Paretom distribution. However, it is my gut
 feeling that if xi = 0, other parameter values will also
 change.

pelgpa allows you to specify the lower bound of the distribution and estimate the other two parameters. Compare

  > pelgpa(samlmu(amounts))
            xi        alpha            k
  9993.3131812   81.9540457   -0.8213843

and

  > pelgpa(samlmu(amounts),bound=10000)
            xi        alpha            k
  10000.000000    72.993343    -0.838561

pelwei offers similar options for the Weibull distribution.


J. R. M. Hosking



 Please help me.
Regards and thanking in advance Maithili

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