Description Usage Arguments Value References Examples
This function computes the density of the full-tail gamma with the input sample data. The expression for the density used is:
g(x; α, θ, ρ) = \frac{ρ^{α}}{σ}≤ft(ρ + \frac{x}{σ}\right)^{α - 1}\exp≤ft(-≤ft(ρ + \frac{x}{σ}\right)\right)/Γ(α, ρ).
1 |
x |
Sample data. |
threshold |
Minimum value of the tail. |
scale |
Scale parameter. |
shape |
Shape parameter. |
Gives the density of the FTG. The length of the result is determined by the length of x.
del Castillo, Joan & Daoudi, Jalila & Serra, Isabel. (2012). The full-tails gamma distribution applied to model extreme values. ASTIN Bulletin. <doi:10.1017/asb.2017.9>.
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