qepd: Quantile Function of the Extended Pareto distribution

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

Description

Quantile Function of the Extended Pareto distribution

Usage

qepd(p, gamma, kappa, tau = -1, lower.tail = TRUE, log.p = FALSE)

Arguments

p	numeric, vector of probabilities (in the interval [0,1])
gamma	numeric, (strictly positive) number (the tail index)
kappa	numeric, number - 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 c.d.f. of the Extended Pareto distribution at points x

Source

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

Examples

qepd(.5,.5,1,-1)

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