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I'd to like to fit GPD to a dataset and then plot a double-log chart showing all the using data points with a trend line showing asymptotic GPD. I have the code to fit my data using VGAM package but don't know how to get the desired plot. The code is:

library("VGAM")
gdata <- data.frame(V1 = rexp(n = 3000, rate = 2))
fit <- vglm(V1 ~ 1, gpd(), data = gdata, trace = TRUE)
Coef(fit)

I want to get a diagram similar to this explained here enter image description here

desertnaut
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ahb65
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  • Build a table and cumsum it, Then reverse that result. (I think). But with no data to work with I'm not inclined to build an example so I can test my theory. – IRTFM Feb 14 '15 at 05:39
  • Thanks for the suggestion! I have modified the code to work with real data. – ahb65 Feb 14 '15 at 19:17

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