gpd_bottom_mean: Truncated average function of the generalized Pareto...

In thomasblanchet/gpinter: Generalized Pareto Interpolation

Truncated average function of the generalized Pareto distribution in the bottom of the distribution.

Description

This function correspond to the truncated average of the generalized Pareto distribution, plus the value of the truncated average above.

Usage

gpd_bottom_mean(p, p1, y1, mu, sigma, xi)

Arguments

p	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.
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 truncated average at p.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

thomasblanchet/gpinter documentation built on Aug. 27, 2024, 3:11 p.m.