depd: Density of the Extended Pareto distribution

In freakonometrics/TopIncome: Estimation of Top Incomes Using Pareto Models

Description

Density of the Extended Pareto distribution

Usage

depd(x, gamma, kappa, tau = -1, log = FALSE)

Arguments

x	a (positive) vector
gamma	a (strictly positive) number (the tail index)
kappa	a number - must be larger than max-1,1/tau
tau	a (negative) number (default is -1)
log	logical indicating if logarithm of density should be returned

Value

the density of the Extended Pareto distribution at points x

Source

https://github.com/TReynkens/ReIns/blob/master/R/EPD.R Tom Reynkens, ReIns package version 1.0.7

Examples

depd(2,.5,1,-1)

freakonometrics/TopIncome documentation built on Oct. 16, 2021, 5:58 p.m.