fix initial value bugs of "gpdFit.R" #3
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The first one is suggesting that the zero initial value for shape is better than the PWM initial value. You are assuming that the scale model and the shape model have the same number of covariates. |
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This pull request tries to fixe two initial value bugs of "gpdFit.R". The first one is, when the true shape parameter is negative, the current initial values of MLE may lead to a local maximum. The second one is if the argument "start" is assigned by the user, "scaleinit" and "shapeinit" are not defined.