[R] Fitting Pareto distribution to some data

[Paul Smith]

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.

Paul