Nothing
dgpd <- function(x, gam, sigma = 1){
#
# Density function of the generalized Pareto
# distribution (GPD).
#
# Input:
# - x : places where the density function shall be evaluated. May
# be a vector. Note that x E (0,-1/gam) if gam<0, x E R if gam>0
# - gam : tail index
# - sigma : scale parameter
#
# Kaspar Rufibach, 2006
#
n <- length(x)
d <- 1:n*NA
if (gam<0){
II <- (1:n)*(x>=0)*(x < -sigma / gam)
d[II] <- (1+gam*x[II]/sigma)^(-(1+1/gam))}
II <- (1:n)*(x>=0)
if (gam==0){d[II] <- exp(-x[II]/sigma)}
if (gam>0){d[II] <- (1+gam*x[II]/sigma)^(-(1+1/gam))}
return(d / sigma)
}
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