GPDmin: Create a GPDmin distribution (Generalized Pareto Distribution...

In benRenard/disTRIMbution: Estimation of Trimmed (Either Truncated or Rectified) Distributions

Create a GPDmin distribution (Generalized Pareto Distribution for minima)

Description

Create a GPDmin distribution (Generalized Pareto Distribution for minima)

Usage

GPDmin(loc = 0, scale = 1, shape = 0)

Arguments

loc	The location parameter, often noted \mu, which represents the threshold below which data are taken. Can be any real number. Defaults to '0'.
scale	The scale parameter, often noted \sigma. Can be any positive number. Defaults to '1'.
shape	The shape parameter, often noted \xi. Can be any real number. Defaults to '0'. Note that the convention used here derives from the one used for the GPD distribution: \xi > 0 leads to a right-bounded distribution. \xi < 0 leads to a left-bounded distribution.

Value

A 'GPDmin' object.

See Also

Other continuous distributions: GEVmin2(), GEVmin(), GEV(), GPDmin2(), GPD(), KDB4(), KDB(), Triangular()

Examples

set.seed(27)

X <- GPDmin(loc=1,scale=1,shape=-0.2)
X

random(X, 10)

pdf(X, 0.7)
log_pdf(X, 0.7)

cdf(X, 0.7)
quantile(X, 0.7)

cdf(X, quantile(X, 0.7))
quantile(X, cdf(X, 0.7))

benRenard/disTRIMbution documentation built on July 1, 2023, 4:24 a.m.