gradientpGPD: Gradient of the Generalized Pareto Distribution function...
In cmottet/DistributionPty: Properties of some distribution functions
Description
Usage
Arguments
Examples
Description
Gradient of the Generalized Pareto Distribution function w.r.t. to the scale and shape parameter
Usage
1
gradientpGPD(x, xi, beta, eps = 1e-12)
Arguments
x
Vector of real values
xi,
beta Shape and scale parameters of the GPD
eps
Numerical tolerance on the shape parameter xi. If xi < eps,
the GPD is considered to be an exponential distribution function with scale beta.
Default value is 1e-12.
Examples
1
2
3
4
gradientpGPD(-5:5,1,1)
# If the distribution is numerically similar to an exponential distribution
gradientpGPD(-5:5,0,1)
cmottet/DistributionPty documentation built on May 13, 2019, 8:44 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Examples
Description
Gradient of the Generalized Pareto Distribution function w.r.t. to the scale and shape parameter
Usage
1 | gradientpGPD(x, xi, beta, eps = 1e-12)
|
Arguments
x |
Vector of real values |
xi, |
beta Shape and scale parameters of the GPD |
eps |
Numerical tolerance on the shape parameter |
Examples
1 2 3 4 | gradientpGPD(-5:5,1,1)
# If the distribution is numerically similar to an exponential distribution
gradientpGPD(-5:5,0,1)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.