gpd_bottom_deriv_phi: Derivative of the interpolation function below the first...

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

gpd_bottom_deriv_phiR 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 Nov. 29, 2022, 4:32 a.m.