gpdist: Generalized Pareto distribution

In mev: Modelling of Extreme Values

Generalized Pareto distribution

Description

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

Usage

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

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

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

rgp(n, loc = 0, scale = 1, shape = 0)

Arguments

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, log	logical; if FALSE (default), values are returned on the probability scale.
x, q	vector of quantiles
p	vector of probabilities
n	scalar number of observations

References

Coles, S. G. (2001) An Introduction to Statistical Modeling of Extreme Values, Springer-Verlag, London. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/978-1-4471-3675-0_3")}

mev documentation built on Sept. 11, 2024, 8:14 p.m.