unitpareto: The unit Pareto Distribution

In RTDE: Robust Tail Dependence Estimation

Description

Density function, distribution function, quantile function, random generation.

Usage

dupareto(x, log = FALSE)
pupareto(q, lower.tail=TRUE, log.p = FALSE)
qupareto(p, lower.tail=TRUE, log.p = FALSE)
rupareto(n)

Arguments

x, q	vector of quantiles.
p	vector of probabilities.
n	number of observations. If length(n) > 1, the length is taken to be the number required.
log, log.p	logical; if TRUE, probabilities p are given as log(p).
lower.tail	logical; if TRUE (default), probabilities are P[X ≤ x], otherwise, P[X > x].

Details

The extended Pareto distribution is defined by the following density and distribution function

f(x) = 1/x^2, F(x) = 1-1/x,

for all x>0.

Value

dupareto gives the density, pupareto gives the distribution function, qupareto gives the quantile function, and rupareto generates random deviates.

The length of the result is determined by n for rupareto, and is the maximum of the lengths of the numerical parameters for the other functions.

The numerical parameters other than n are recycled to the length of the result. Only the first elements of the logical parameters are used.

Author(s)

Christophe Dutang

References

Johnson, N.L., Kotz, S. and Balakrishnan, N. (2000), Continuous Univariate Distributions, Volume 1, Second Edition, John Wiley and Sons.

Examples

#####
# (1) density function
x <- seq(0, 5, length=24)

cbind(x, dupareto(x))

#####
# (2) distribution function

cbind(x, pupareto(x))




		

RTDE documentation built on Jan. 8, 2020, 5:09 p.m.