xPareto: 4-parametric univariate Pareto distribution

In acopula: Modelling Dependence with Multivariate Archimax (or any User-Defined Continuous) Copulas

4-parametric univariate Pareto distribution

Description

Probability (cumulative) distribution function pPareto and quantile function qPareto of Pareto type IV distribution.

Usage

pPareto(t,pars)
qPareto(t,pars)

Arguments

t	numeric. Argument of the functions.
pars	numeric vector of length 4. Parameters of the Pareto distribution (see Details).

Details

Cumulative distribution function of 4-parametric Pareto is defined as

cdf(x)=1-\left(1+\left(\frac{t-p_4}/p_1\right)^{1/p_3}\right)^{-p_2}\quad \textrm{for } t\geq p_4

and results to 0 otherwise.

Value

Numeric.

Author(s)

Tomas Bacigal

See Also

generator, depfun, copula

Examples

## probability P(X<q)=p
pPareto(t = 2.5, pars = c(10.,5.,3.,1))  # 0.8823436
qPareto(t = .Last.value, pars = c(10.,5.,3.,1))  # 2.5

acopula documentation built on Sept. 11, 2023, 1:08 a.m.