qPP: quantile of univariate margins of the PP model (i.e., Pareto...
In larryleihua/CopulaOne: A Collection of full-range tail dependence Copulas
qPP R Documentation
quantile of univariate margins of the PP model (i.e., Pareto I / Pareto I)
Description
quantile of univariate margins of the PP model (i.e., Pareto I / Pareto I)
Usage
qPP(u, ga1, ga2)
Arguments
x:
data input.
al, be:
parameters.
Examples
plot(sapply(seq(0.99,1-0.001, length=1000), function(x){qPP(x, 0.2,0.3)}), type="l")
larryleihua/CopulaOne documentation built on July 4, 2025, 7:22 p.m.
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| qPP | R Documentation |
quantile of univariate margins of the PP model (i.e., Pareto I / Pareto I)
Description
quantile of univariate margins of the PP model (i.e., Pareto I / Pareto I)
Usage
qPP(u, ga1, ga2)
Arguments
x: |
data input. |
al, be: |
parameters. |
Examples
plot(sapply(seq(0.99,1-0.001, length=1000), function(x){qPP(x, 0.2,0.3)}), type="l")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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