References/Notes/Attributions:
Source
Copied from the ismev package and the evir package
References
S. Coles, An Introduction to Statistical Modeling of Extreme Values, Springer, 2001
I. Papastathopoulos and J. A. Tawn, Extended Generalised Pareto Models for Tail Estimation, Journal of Statistical Planning and Inference, 143, 134 – 143, 2011