R/dpareto.r

In LNPar: Estimation and Testing for a Lognormal-Pareto Mixture

#' density of a Pareto r.v.
#'
#' This function evaluates the density of a Pareto r.v.s
#' @param x numerical vector (>=xmin): values where the density has to be evaluated.
#' @param xmin positive scalar: Pareto scale parameter.
#' @param alpha positive scalar: Pareto shape parameter.
#' @return Density of the Pareto distribution evaluated at x.
#' @keywords density.
#' @export
#' @examples
#' parDens <- dpareto(5,4,2)

dpareto <- function (x, xmin, alpha)
{
  y = matrix(0, length(x), 1)
  x1 = x[x >= xmin]
  y[x < xmin] = 0
  y[x >= xmin] = alpha * (xmin/x1)^alpha * (1/x1)
  return(y)
}