Re: [R] Fitting Pareto distribution to some data

From: Paul Smith <phhs80_at_gmail.com>
Date: Mon 04 Sep 2006 - 13:14:39 GMT

On 9/3/06, Prof Brian Ripley <ripley@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.

Paul



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