dgpd: Generalized Pareto Distribution

In evir: Extreme Values in R

Description

Cumulative probability, quantiles, density and random generation from the generalized Pareto distribution.

Usage

pgpd(q, xi, mu = 0, beta = 1) 
qgpd(p, xi, mu = 0, beta = 1) 
dgpd(x, xi, mu = 0, beta = 1) 
rgpd(n, xi, mu = 0, beta = 1)

Arguments

q	vector of quantiles.
p	vector of probabilities.
x	vector of values at which to evaluate density
n	sample size
xi	shape parameter.
mu	location parameter.
beta	scale parameter

Value

Probability (pgpd), quantile (qgpd), density (dgpd) or random sample (rgpd) for the GPD distribution with shape xi.

See Also

dgev, gpd

evir documentation built on May 2, 2019, 12:21 p.m.