Returns P0 of Generalized Pareto given a parameters theta, c, b , and rho
1 | Generalized_Pareto_calc_P0_delta(theta, c, b, rho, delta)
|
theta |
Parameter of the Generalized Pareto function |
c |
Parameter of the Generalized Pareto function |
b |
Parameter of the Generalized Pareto function |
rho |
Parameter of the Generalized Pareto function |
delta |
Value of difference between iterations in order to output a result. Decreasing this parameter will increase accuracy of P0. Delta > 0 |
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