gpd_bottom_cdf: Cumulative density function of the generalized Pareto...
In thomasblanchet/gpinter: Generalized Pareto Interpolation
View source: R/generalized-pareto-distribution.R
gpd_bottom_cdf R Documentation
Cumulative density function of the generalized Pareto distribution
in the bottom of the distribution.
Description
This function correspond to the density function of the
generalized Pareto distribution, but with some rescaling to model the bottom
of the distribution only.
Usage
gpd_bottom_cdf(q, p1, mu, sigma, xi)
Arguments
q
A value in [0, p1]. The point at which to evaluate the function.
p1
A value in [0, 1]. The point of the distribution at which the
GDP model ends
mu
The location parameter.
sigma
The scale parameter.
xi
The shape parameter.
Value
The value of the CDF at p.
Author(s)
Thomas Blanchet, Juliette Fournier, Thomas Piketty
thomasblanchet/gpinter documentation built on Aug. 27, 2024, 3:11 p.m.
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View source: R/generalized-pareto-distribution.R
| gpd_bottom_cdf | R Documentation |
Cumulative density function of the generalized Pareto distribution in the bottom of the distribution.
Description
This function correspond to the density function of the generalized Pareto distribution, but with some rescaling to model the bottom of the distribution only.
Usage
gpd_bottom_cdf(q, p1, mu, sigma, xi)
Arguments
q |
A value in [0, p1]. The point at which to evaluate the function. |
p1 |
A value in [0, 1]. The point of the distribution at which the GDP model ends |
mu |
The location parameter. |
sigma |
The scale parameter. |
xi |
The shape parameter. |
Value
The value of the CDF at p.
Author(s)
Thomas Blanchet, Juliette Fournier, Thomas Piketty
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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