ppareto: Cumulative distribution function of the Pareto distributions...

Description Usage Arguments Value Examples

Description

Cumulative distribution function of the Pareto distributions ' Gives NA on values < threshold

Usage

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ppareto(x, threshold = 1, exponent, lower.tail = TRUE)

Arguments

x

Data vector, lower threshold, scaling exponent, usual flags

threshold

numeric value to define the start of the tail

exponent

the exponent obtained from the pareto.fit function

lower.tail

logical. If the lower tail of the distribution should be considered. Default is TRUE

Value

Vector of (log) probabilities

Examples

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# Estimate the tail of a pospulation normally distributed
set.seed(1)
x<-rnorm(1000)
q95<-as.numeric(quantile(abs(x),0.95))
fit<-pareto.fit(abs(x),threshold=q95)
# We can infer the pvalue of a value very much right to the tail of the
# distribution
value<-5
pvalue<-ppareto(value, threshold=q95, exponent=fit$exponent,
lower.tail=FALSE)/20
plot(density(abs(x)),xlim=c(0,value+0.3),main='Pareto fit')
arrows(value,0.2,value,0)
text(value,0.2,labels=paste0('p=',signif(pvalue,2)))

federicogiorgi/vulcan documentation built on May 27, 2019, 7:25 a.m.