Returns P0 of Generalized Pareto given a parameters theta, c, b , and rho
1 | Generalized_Pareto_calc_P0_iter(theta, c, b, rho, iter)
|
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 |
iter |
Number of iterations to be performed for summation calcuation. Increasing this parameter will increase accuracy of P0 |
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