Given independent and identically distributed observations X(1), ..., X(n) from a Generalized Pareto distribution with shape parameter gamma in [-1,0], offers several estimates to compute estimates of gamma. The estimates are based on the principle of replacing the order statistics by quantiles of a distribution function based on a log--concave density function. This procedure is justified by the fact that the GPD density is log--concave for gamma in [-1,0].

- Minor updates.

- Properly import globals.

- Updated NAMESPACE.

- Corrected a few typos.

- Added Namespace.
- Updated coordinates of KR.

- Updated to reflect recent changes in logcondens 2.0.0.

- Updated references.

- Updated references.

- Added Seger's estimator (functions generalizedPick, lambdaGenPick)
- Updated references.

- Updated contact informations.

- Corrected bug in qgpd: max(p) instead of max(x).
- Updated references.
- Modified Pickands' estimator according to paper.

- Provide functions to estimate the shape parameter gamma of a Generalized Pareto Distribution based on the fact that its density is log-concave for gamma in [-1,0]. Depends on the package logcondens.