pextGP: Extended Generalized Pareto distribution

In mbtgy/tcG: Fitting meta-Gaussian models

Extended Generalized Pareto distribution

Description

Density, distribution function, quantile function and random generation of an extended Generalised Pareto distribution with parameters theta.

Usage

pextGP(y, theta, ym = 0)

qextGP(p, theta, ym = 0, step = 0)

dextGP(y, theta, ym = 0, step = 0)

Arguments

y	vector of quantiles (rainfall)
theta	model parameters (sigma, alpha, xi)
ym	minimal value that can be observed
p	vector of probabilities
step	discretization step

Value

dextGP gives the density, pextGP gives the distribution function, qextGP gives the quantile function and rextGP generates random deviates.

Functions

• qextGP: quantile function

• dextGP: density function

mbtgy/tcG documentation built on Oct. 19, 2023, 3:10 p.m.