depd: Density of the Extended Pareto distribution

In freakonometrics/TopIncomes: 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	mumeric, (positive) vector
gamma	numeric, (strictly positive) number (the tail index)
kappa	numeric, must be larger than max-1,1/tau
tau	numeric, (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)
## Expected value of a EPD(gamma=.5,kappa=1,tau=-1)
integrate(function(x) x*depd(x,.5,1,-1),-Inf,Inf)

freakonometrics/TopIncomes documentation built on July 7, 2019, 8:06 a.m.