dgpd: Generalized Pareto Distribution

Description Usage Arguments Details Value Examples

View source: R/dpqrgpd.R

Description

Density, distribution function, quantile function, and random generation for generalized Pareto distribution.

Usage

1
2
3
4
dgpd(x, loc, scale, shape)
pgpd(q, loc, scale, shape) 
qgpd(p, loc, scale, shape) 
rgpd(n, loc, scale, shape) 

Arguments

x, q

vector of quantiles.

p

vector of probabilities.

n

number of observations.

loc

location parameter.

scale

scale parameter.

shape

shape parameter.

Details

Generalized Pareto Distribution with density

f(x)=1/scale * (1 + shape * (x - loc)/scale)^(-1/shape - 1)

Value

dgpd gives the density, pgpd gives the distribution function, qgpd gives the quantile function, and rgpd generates random deviates.

Examples

1
dgpd(110,100,2,4) # 0.01112233

OpVaR documentation built on May 29, 2018, 9:04 a.m.