gpd.density: Probability density function of GP distribution

In philmu/climex: Estimating Extreme Events in Climatic Time Series (using Data of the DWD)

Probability density function of GP distribution

Description

Calculate the probability density function for the generalized Pareto (GP) distribution at a given point or at a number of points (provided as a numerical vector).

Usage

gpd.density(parameters, threshold, z)

Arguments

parameters	Fitted GP parameters c( scale, shape )
threshold	Threshold used to fit the GP distribution.
z	Numerical vector of sites where to evaluate the density of the GP distribution.

Details

If you want to calculate the density of the exponential distribution, please stick to the c( scale, shape ) scheme of the parameters argument while setting the shape parameter to zero.

Port of the gpd.dens function.

Value

Numerical vector of same length as z.

Author(s)

Philipp Mueller

See Also

Other extremes: block.list, block.xts, block, decluster.list, decluster.xts, decluster, extremal.index, gev.density, qevd, return.level.climex.fit.gev, return.level.climex.fit.gpd, return.level.list, return.level.numeric, return.level, revd, rlevd, threshold.list, threshold.xts, threshold, upper.limit.climex.fit.gev, upper.limit.climex.fit.gpd, upper.limit.list, upper.limit.numeric, upper.limit

philmu/climex documentation built on July 11, 2022, 3:23 p.m.