gpd: Generalized Pareto distribution

In TLMoments: Calculate TL-Moments and Convert Them to Distribution Parameters

Generalized Pareto distribution

Description

Cumulative distribution function, density function, quantile function and generation of random variates of the generalized Pareto distribution.

Usage

pgpd(q, loc = 0, scale = 1, shape = 0)

dgpd(x, loc = 0, scale = 1, shape = 0)

qgpd(p, loc = 0, scale = 1, shape = 0)

rgpd(n, loc = 0, scale = 1, shape = 0)

Arguments

loc, scale, shape	location, scale, and shape parameter of the generalized Pareto distribution. All must be of length one.
x, q, p	numeric vector of values, quantiles, or probabilites.
n	numeric, number of random variates.

See Also

pgev, pgum, pln3

TLMoments documentation built on March 27, 2022, 5:07 p.m.