Description Usage Arguments Value Examples
Cumulative distribution function of the Pareto distributions ' Gives NA on values < threshold
1 |
x |
Data vector, lower threshold, scaling exponent, usual flags |
threshold |
numeric value to define the start of the tail |
exponent |
the exponent obtained from the pareto.fit function |
lower.tail |
logical. If the lower tail of the distribution should be considered. Default is TRUE |
Vector of (log) probabilities
1 2 3 4 5 6 7 8 9 10 11 12 13 | # Estimate the tail of a pospulation normally distributed
set.seed(1)
x<-rnorm(1000)
q95<-as.numeric(quantile(abs(x),0.95))
fit<-pareto.fit(abs(x),threshold=q95)
# We can infer the pvalue of a value very much right to the tail of the
# distribution
value<-5
pvalue<-ppareto(value, threshold=q95, exponent=fit$exponent,
lower.tail=FALSE)/20
plot(density(abs(x)),xlim=c(0,value+0.3),main='Pareto fit')
arrows(value,0.2,value,0)
text(value,0.2,labels=paste0('p=',signif(pvalue,2)))
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.