GPareto: Generalized Pareto distribution
In gfiExtremes: Generalized Fiducial Inference for Extremes

Density, distribution function, quantile function, and random generation for the generalized Pareto distribution.

dgpareto(x, mu, gamma, sigma, log = FALSE)

pgpareto(q, mu, gamma, sigma)

rgpareto(n, mu, gamma, sigma)

qgpareto(p, mu, gamma, sigma)

`x`	numeric vector
`mu`	location parameter
`gamma`	shape parameter
`sigma`	scale parameter, strictly positive
`log`	logical, whether to return the log-density
`q`	numeric vector of quantiles
`n`	positive integer, the desired number of simulations
`p`	numeric vector of probabilities