Paul,
Package lmomco fits generalized pareto (three parameter) using method  
of L-moments.  I suspect that other packages that Brian identified  
use method of moments or other.

William

On Sep 3, 2006, at 10:55 AM, Paul Smith wrote:

> Dear All
>
> I am trying to fit Pareto distribution to some data. MASS package does
> not support Pareto distribution. Is there some alternative way?
>
> Thanks in advance,
>
> Paul
>
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