GPareto: Generalized Pareto distribution

In gfiExtremes: Generalized Fiducial Inference for Extremes

Generalized Pareto distribution

Description

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

Usage

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

pgpareto(q, mu, gamma, sigma)

rgpareto(n, mu, gamma, sigma)

qgpareto(p, mu, gamma, sigma)

Arguments

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

gfiExtremes documentation built on May 29, 2024, 11:56 a.m.