GPD: The Generalised Pareto Distribution (GPD).

In mtloots/alR: Arc Lengths of Statistical Functions

Description

Density, distribution function, quantile function and random generation for the generalised Pareto distribution (GPD) with location parameter mu, scale parameter sigma, and shape parameter alpha. .

Usage

dGPD(x, mu, sigma, alpha)

pGPD(q, mu, sigma, alpha)

qGPD(p, mu, sigma, alpha)

rGPD(n, mu, sigma, alpha)

Arguments

x, q	A data point, or quantile, at which the GPD should be evaluated (may be vectors).
mu	The location parameter of the GPD.
sigma	The scale parameter of the GPD (should be strictly positive).
alpha	The shape parameter of the GPD (valid for all real numbers).
p	A probability, at which the GPD should be evaluated.
n	The number of random numbers which should be generated for the GPD.

Value

dGPD: The estimated value of the density function of the GPD at the point x.

pGPD: The value of the cumulative distribution function of the GPD at the point x.

qGPD: The xth quantile of the GPD.

rGPD: n random numbers from the GPD.

Examples

library(alR)
dGPD(0.5, 0, 1, 2)
pGPD(0.5, 0, 1, 2)
qGPD(0.5, 0, 1, 2)
rGPD(10, 0, 1, 2)

mtloots/alR documentation built on May 23, 2019, 8:18 a.m.