dgpd: dgpd

In ROOPSD: R Object Oriented Programming for Statistical Distribution

dgpd

Description

Density function of Generalized Pareto Distribution

Usage

dgpd(x, loc = 0, scale = 1, shape = 0, log = FALSE)

Arguments

x	[vector] Vector of values
loc	[vector] Location parameter
scale	[vector] Scale parameter
shape	[vector] Shape parameter
log	[bool] Return log of density if TRUE, default is FALSE

Value

[vector] Density of GPD at x

Examples

## Data
loc = 1
scale = 0.5
shape = -0.2
x = base::seq( -5 , 5 , length = 1000 )
y = dgpd( x , loc = loc , scale = scale , shape = shape )

ROOPSD documentation built on Sept. 11, 2023, 9:06 a.m.