Smooth Estimation of GPD Shape Parameter Given independent and identically distributed observations X(1), ..., X(n) from a Generalized Pareto distribution with shape parameter gamma in [-1,0], this package 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]. Software Depends: logcondens (>= 2.0.0) Kaspar Rufibach <kaspar.rufibach@gmail.com> Kaspar Rufibach <kaspar.rufibach@gmail.com> and Samuel Mueller <s.mueller@maths.usyd.edu.au> GPL (>= 2) 2011-11-29 application/tgz http://CRAN.R-project.org/package=smoothtail