gpd: Distribution function of the generalized Pareto distribution

In longevity: Statistical Methods for the Analysis of Excess Lifetimes

Distribution function of the generalized Pareto distribution

Description

Distribution function of the generalized Pareto distribution

Density function of the generalized Pareto distribution

Hazard function of the generalized Pareto distribution

Quantile function of the generalized Pareto distribution

Usage

pgpd(q, loc = 0, scale = 1, shape = 0, lower.tail = TRUE, log.p = FALSE)

dgpd(x, loc = 0, scale = 1, shape = 0, log = FALSE)

hgpd(x, loc = 0, scale = 1, shape = 0, log = FALSE)

qgpd(p, loc = 0, scale = 1, shape = 0, lower.tail = TRUE)

Arguments

q	vector of quantiles.
loc	location parameter.
scale	scale parameter, strictly positive.
shape	shape parameter.
lower.tail	logical; if TRUE (default), the lower tail probability \Pr(X \leq x) is returned.
log.p	logical; if FALSE (default), values are returned on the probability scale.
x	vector of quantiles.
log	logical; if FALSE (default), return the log hazard
p	vector of probabilities.

Value

a vector of (log)-probabilities of the same length as q

a vector of (log)-density.

a vector of (log)-hazard.

a vector of quantiles

longevity documentation built on Nov. 12, 2023, 5:07 p.m.