Bqgpd_c: Bayesian predictive quantile for generalized Pareto...
In ExtremeRisks: Extreme Risk Measures
Bqgpd_c R Documentation
Bayesian predictive quantile for generalized Pareto distribution
Description
WARNING: this function will not be exported in a future version of the package.
Usage
Bqgpd_c(p, post, lower, upper)
Arguments
p
probability levels
post
matrix of posterior samples
lower
lower bound for the search for the quantile
upper
upper bound for the region over which to search for the quantile
Value
a vector of quantiles of the same length as p
ExtremeRisks documentation built on Nov. 5, 2025, 7:05 p.m.
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| Bqgpd_c | R Documentation |
Bayesian predictive quantile for generalized Pareto distribution
Description
WARNING: this function will not be exported in a future version of the package.
Usage
Bqgpd_c(p, post, lower, upper)
Arguments
p |
probability levels |
post |
matrix of posterior samples |
lower |
lower bound for the search for the quantile |
upper |
upper bound for the region over which to search for the quantile |
Value
a vector of quantiles of the same length as p
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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