pgpd: Density of the Generalized Pareto distribution (GPD)

Description Usage Arguments Value Examples

Description

Density of the Generalized Pareto distribution (GPD)

Usage

1
pgpd(x, xi, mu = 0, beta = 1)

Arguments

x

a (positive) vector

xi

a number (the tail index)

mu

a number (the lower bound)

beta

a number (the scaling paramater, default = 1)

Value

the c.d.f. of the Generalized Pareto distribution at points x

Examples

1
pgpd(2, xi=1/1.5, 1, 1)

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