fitted_quantile: Quantile function for generalized Pareto interpolation

View source: R/distribution-functions.R

fitted_quantileR Documentation

Quantile function for generalized Pareto interpolation

Description

Compute the value of the quantile estimated via generalized Pareto interpolation, for any value in [0, 1].

Usage

fitted_quantile(dist, probs, ...)

Arguments

dist

An object of class gpinter_dist_orig, gpinter_dist_indiv, gpinter_dist_addup or gpinter_dist_merge.

probs

A vector of probabilities in [0, 1].

...

Ignored.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty


thomasblanchet/gpinter documentation built on Nov. 29, 2022, 4:32 a.m.