Man pages for thomasblanchet/gpinter
Generalized Pareto Interpolation
| add_one_point | Add one point in order to satisfy monotonicity constraint |
| add_two_points | Add two points in order to satisfy monotonicity constraint |
| addup_dist | Add up two components of income or wealth |
| basis_functions_cubic_spline | Basis functions for the cubic spline |
| basis_functions_quintic_spline | Basis functions for the quintic spline |
| bottom_average | Bottom average for generalized Pareto interpolation |
| bottom_share | Bottom share for generalized Pareto interpolation |
| bracket_average | Bracket average for generalized Pareto interpolation |
| bracket_share | Bracket share for generalized Pareto interpolation |
| central_derivative | Estimate the value of a derivative on an irregular grid using... |
| clamped1_quintic_spline_noderiv | Estimate natural quintic spline with unknown first... |
| clamped2_quintic_spline_noderiv | Estimate natural quintic spline with unknown first... |
| clamped_cubic_spline | Estimate a natural cubic spline with first derivative clamped... |
| clamped_quintic_spline | Estimate a quintic spline known first derivatives with second... |
| clean_input_shares | Clean (and check) the inputs for 'shares_fit' |
| clean_input_tabulation | Clean (and check) the inputs for 'tabulation_fit' |
| clean_input_thresholds | Clean (and check) the inputs for 'threshold_fit' |
| cns_one_point | Monotonicity constraints with one additional point |
| cns_two_points | Monotonicity constraints with two additional points |
| cubic_spline | Cubic spline function |
| decompose_population | Decompose population origin by percentile in a merged... |
| deriv2_quintic_spline | Second derivative of the quintic spline function |
| deriv3_quintic_spline | Third derivative of the quintic spline function |
| deriv_cubic_spline | First derivative of the cubic spline function |
| deriv_phi | Derivative of the interpolation function from generalized... |
| deriv_quintic_spline | First derivative of the quintic spline function |
| distance_one_point | Distance between spline and spline perturbated by one point |
| distance_spline | Distance between two quintic splines |
| distance_two_points | Distance between spline and spline perturbated by two points |
| fitted_cdf | Cumulative distribution function for generalized Pareto... |
| fitted_density | Probability density function for generalized Pareto... |
| fitted_quantile | Quantile function for generalized Pareto interpolation |
| g | Cubic spline function |
| gd1 | First derivative of the cubic spline function |
| generate_tabulation | Generate a tabulation of a distribution |
| gini | Gini coefficient |
| gpd_bottom_cdf | Cumulative density function of the generalized Pareto... |
| gpd_bottom_density | Density function of the generalized Pareto distribution in... |
| gpd_bottom_deriv_phi | Derivative of the interpolation function below the first... |
| gpd_bottom_mean | Truncated average function of the generalized Pareto... |
| gpd_bottom_parameters | Estimate parameters of the parameters of the generalized... |
| gpd_bottom_phi | Interpolation function below the first bracket |
| gpd_bottom_quantile | Quantile function of the generalized Pareto distribution in... |
| gpd_top_cdf | Cumulative density function of the generalized Pareto... |
| gpd_top_density | Density function of the generalized Pareto distribution in... |
| gpd_top_deriv_phi | Derivative of the interpolation function in the last bracket |
| gpd_top_mean | Truncated average function of the generalized Pareto... |
| gpd_top_parameters | Estimate parameters of the parameters of the generalized... |
| gpd_top_phi | Interpolation function in the last bracket |
| gpd_top_quantile | Quantile function of the generalized Pareto distribution in... |
| gumbel_cond_quantile | Conditional quantile function of the Gumbel copula |
| h | Quintic spline function |
| hd1 | First derivative of the quintic spline function |
| hd2 | Second derivative of the quintic spline function |
| hd3 | Third derivative of the quintic spline function |
| hist_cdf | CDF for histogram density |
| hist_deriv_phi | Derivative of Pareto interpolation function for histogram... |
| hist_interpol | Histogram interpolation |
| hist_lorenz | Non-normalized Lorenz curve for histogram density |
| hist_phi | Pareto interpolation function for histogram density |
| hist_quantile | Quantile function for histogram density |
| individualize_dist | Individualize a distribution |
| interpolation_error_bound_cons | Bound on the interpolation error for a constant phi"' |
| interpolation_error_bound_noncons | Bound on the interpolation error for a non constant phi"' |
| interpolation_error_noncons | Value of the interpolation error for a non constant phi"' |
| invpareto | Inverted Pareto coefficients for generalized Pareto... |
| is_increasing | Check of monotonicity constraint |
| is_increasing_fast | Fast check of monotonicity constraint |
| is_increasing_slow | “Slow” check of monotonicity constraint |
| kernel | Peano kernel |
| kernel_interpolation_param | Parameters of the spline interpolating the Peano kernel |
| kernel_value_error | Interpolation error on the kernel |
| left_derivative | Estimate the value of the left-derivative on an irregular... |
| merge_dist | Merge the distribution from different countries |
| mono_cns | Monotonicity constraint for the quantile function |
| natural_quintic_spline | Estimate natural quintic spline with known first derivatives |
| natural_quintic_spline_noderiv | Estimate natural quintic spline with unknown first... |
| phi | Interpolation function from generalized Pareto interpolation |
| plot_cdf | Cumulative density plot |
| plot_density | Probability density plot |
| plot_deriv_phi | Plot of the derivative of the interpolation function |
| plot_gpc | Generalized Pareto curve plot |
| plot_hist | Histogram plot |
| plot_lorenz | Lorenz plot |
| plot_phi | Interpolation function plot |
| plot_quantile | Quantile density plot |
| plot_tail | Tail function plot |
| quintic_spline | Quintic spline function |
| right_derivative | Estimate the value of the right-derivative on an irregular... |
| run_app | Run the Shiny application in the web browser |
| second_derivative | Estimate the value of the second derivative on an irregular... |
| shares_fit | Fit a nonparametric distribution on tabulated data without... |
| simulate_gpinter | Simulate data |
| support | Support of a distribution estimated via generalized Pareto... |
| tabulation_fit | Fit a nonparametric distribution on tabulated data |
| tension | Tension of several splines |
| tension_grad | Gradient of the tension of several splines |
| tension_spline | Tension of a quintic spline |
| thresholds_fit | Fit a nonparametric distribution on tabulated data with... |
| threshold_share | Share above a threshold |
| top_average | Top average for generalized Pareto interpolation |
| top_share | Top share for generalized Pareto interpolation |
