qgpd: qgpd

Description Usage Arguments Value Examples

View source: R/gen.GPD.R

Description

Inverse of CDF (or SF) function of Generalized Pareto distribution

Usage

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qgpd(p, loc = 0, scale = 1, shape = 0, lower.tail = TRUE)

Arguments

p

[vector] Vector of probabilities

loc

[vector] Location parameter

scale

[vector] Scale parameter

shape

[vector] Shape parameter

lower.tail

[bool] Return inverse of CDF if TRUE, else return inverse of survival function

Value

[vector] Inverse of CDF or SF of GPD for probabilities p

Examples

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## Data
loc = 1
scale = 0.5
shape = -0.2
p = base::seq( 0.01 , 0.99 , length = 100 )
q = qgpd( p , loc = loc , scale = scale , shape = shape )

ROOPSD documentation built on Aug. 26, 2020, 5:15 p.m.

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