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雷达卡
> module(finmetrics)
S+FinMetrics Version 2.0.4 for Microsoft Windows : 2006
> gpd(SDF3,1.23735436508092)
Warning messages:
No log likelihood function and covariance matrix can be calculated. in: gpd(SDF3,
1.23735436508092)
Generalized Pareto Distribution Fit --
Total of 160 observations
Upper Tail Estimated with ml --
Upper Threshold at 1.23735436508092 or 1.875 % of the data
ML estimation failed to converged.
Log-likelihood value: NA
Parameter Estimates, Standard Errors and t-ratios:
Value Std.Error t value
xi -1.0005 NA NA
beta 0.4533 NA NA
本人刚刚接触S-PLUS，对其不是很了解，以上是运行结果，1.23735436508092是阀值，自己通过峰度法计算得出的，
结果中要好多Warning messages和NA，所以不知道最后的两个估计值是否正确？
新人，没有金币，望高手赐教，真心感谢！！！
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