pgpd: pgpd

In ROOPSD: R Object Oriented Programming for Statistical Distribution

pgpd

Description

Cumulative distribution function (or survival function) of Generalized Pareto distribution

Usage

pgpd(q, loc = 0, scale = 1, shape = 0, lower.tail = TRUE)

Arguments

q	[vector] Vector of quantiles
loc	[vector] Location parameter
scale	[vector] Scale parameter
shape	[vector] Shape parameter
lower.tail	[bool] Return CDF if TRUE, else return survival function

Value

[vector] CDF (or SF) of GPD at x

Examples

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

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