extgp.G: Carrier distribution for the extended GP distributions of...

In mev: Modelling of Extreme Values

Carrier distribution for the extended GP distributions of Naveau et al.

Description

Density, distribution function, quantile function and random number generation for the carrier distributions of the extended Generalized Pareto distributions.

Arguments

u	vector of observations (dextgp.G), probabilities (qextgp.G) or quantiles (pextgp.G), in [0,1]
prob	mixture probability for model type 4
kappa	shape parameter for type 1, 3 and 4
delta	additional parameter for type 2, 3 and 4
type	integer between 0 to 5 giving the model choice
log	logical; should the log-density be returned (default to FALSE)?
n	sample size
unifsamp	sample of uniform; if provided, the data will be used in place of new uniform random variates
censoring	numeric vector of length 2 containing the lower and upper bound for censoring
direct	logical; which method to use for sampling in model of type 4?

Usage

pextgp.G(u, type=1, prob, kappa, delta)

dextgp.G(u, type=1, prob=NA, kappa=NA, delta=NA, log=FALSE)

qextgp.G(u, type=1, prob=NA, kappa=NA, delta=NA)

rextgp.G(n, prob=NA, kappa=NA, delta=NA, type=1, unifsamp=NULL, direct=FALSE, censoring=c(0,1))

Author(s)

Raphael Huser and Philippe Naveau

See Also

extgp

mev documentation built on April 20, 2023, 5:10 p.m.