pGenPareto: Distribution Function of the generalized Pareto Distribution

Description Usage Arguments Value Examples

View source: R/Functions.R

Description

Calculates the cumulative distribution function of a generalized Pareto distribution

Usage

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

Arguments

x

Numeric. The function evaluates the CDF at x.

t

Numeric. Threshold of the generalized 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

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

Examples

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

Pareto documentation built on March 3, 2021, 5:07 p.m.