GPDmin2: Create a GPDmin2 distribution (Generalized Pareto...

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

Create a GPDmin2 distribution (Generalized Pareto Distribution for minima with alternative parameterization)

Description

Create a GPDmin2 distribution (Generalized Pareto Distribution for minima with alternative parameterization)

Usage

GPDmin2(loc = 0, scale = 1, lbound = -1)

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'.
lbound	The lower bound parameter \alpha. Can be any real number. Defaults to '-1'. It should be strictly smaller than the location parameter \mu. Relation with the standard GPD parameterization is \alpha=\mu+\sigma/\xi and \xi<0.

Value

A 'GPDmin2' object.

See Also

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

Examples

set.seed(27)

X <- GPDmin2(loc=2,scale=1,lbound=0)
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.