pextgp: Distribution function of the extended generalized Pareto...

In longevity: Statistical Methods for the Analysis of Excess Lifetimes

Distribution function of the extended generalized Pareto distribution

Description

Distribution function of the extended generalized Pareto distribution

Usage

pextgp(q, scale = 1, shape1 = 0, shape2 = 0, lower.tail = TRUE, log.p = FALSE)

Arguments

q	vector of quantiles.
scale	scale parameter, strictly positive.
shape1	positive shape parameter \beta; model defaults to generalized Pareto when it equals zero.
shape2	shape parameter \gamma; model reduces to Gompertz when shape2=0.
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.

Value

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

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