qGenPareto: Quantile Function of the generalized Pareto Distribution

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

Quantile Function of the generalized Pareto Distribution

Description

Calculates the quantile function of a generalized Pareto distribution

Usage

qGenPareto(p, t, alpha_ini, alpha_tail, truncation = NULL)

Arguments

p	Numeric. The function evaluates the inverse CDF at p.
t	Numeric. Threshold of the piecewise 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

Quantile function of the Pareto distribution with parameters t, alpha_ini and alpha_tail, evaluated at p

Examples

p <- 0:10 * 0.1
qGenPareto(p, 1000, 2, 3)
qGenPareto(p, 1000, 2, 3, truncation = 5000)

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