dGenPareto: Density of the generalized Pareto Distribution

In Pareto: The Pareto, Piecewise Pareto and Generalized Pareto Distribution

Density of the generalized Pareto Distribution

Description

Calculates the density function of the generalized Pareto distribution

Usage

dGenPareto(x, t, alpha_ini, alpha_tail, truncation = NULL)

Arguments

x	Numeric. The function evaluates the density at x.
t	Numeric. Threshold of the Pareto distribution.
alpha_ini	Numeric. Initial Pareto alpha.
alpha_tail	Numeric. Tail Pareto alpha.
truncation	Numeric. If truncation is not NULL and truncation > t, then the generalized Pareto distribution is truncated at truncation.

Value

Density function of the Pareto distribution with parameters t, alpha_ini and alpha_tail evaluated at x

Examples

x <- 0:10 * 1000
dGenPareto(x, 1000, 1, 3)
dGenPareto(x, 1000, 1, 3, truncation = 5000)

Pareto documentation built on April 18, 2023, 9:10 a.m.