gpd_bottom_cdf: Cumulative density function of the generalized Pareto...

View source: R/generalized-pareto-distribution.R

gpd_bottom_cdfR 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.