gpd_bottom_deriv_phi: Derivative of the interpolation function below the first...
In thomasblanchet/gpinter: Generalized Pareto Interpolation
View source: R/generalized-pareto-distribution.R
gpd_bottom_deriv_phi R Documentation
Derivative of the interpolation function below the first bracket
Description
Interpolation function based on the generalized Pareto
distribution used in the last bracket of the data.
Usage
gpd_bottom_deriv_phi(x, p1, y1, mu, sigma, xi)
Arguments
x
A value lower than x1. The point at which to evaluate the
function.
p1
A value in [0, 1]. The point of the distribution at which the
GDP model starts.
y1
The value of the interpolation function at x1
mu
The location parameter.
sigma
The scale parameter.
xi
The shape parameter.
Value
The value of the derivative of the interpolation function at
x.
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_deriv_phi | R Documentation |
Derivative of the interpolation function below the first bracket
Description
Interpolation function based on the generalized Pareto distribution used in the last bracket of the data.
Usage
gpd_bottom_deriv_phi(x, p1, y1, mu, sigma, xi)
Arguments
x |
A value lower than x1. The point at which to evaluate the function. |
p1 |
A value in [0, 1]. The point of the distribution at which the GDP model starts. |
y1 |
The value of the interpolation function at x1 |
mu |
The location parameter. |
sigma |
The scale parameter. |
xi |
The shape parameter. |
Value
The value of the derivative of the interpolation function at
x.
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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