View source: R/generalized-pareto-distribution.R
gpd_bottom_phi | R Documentation |
Interpolation function based on the generalized Pareto distribution used in the last bracket of the data.
gpd_bottom_phi(x, p1, y1, mu, sigma, xi)
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 ends |
y1 |
The value of the interpolation function at x1 |
mu |
The location parameter. |
sigma |
The scale parameter. |
xi |
The shape parameter. |
The value of the interpolation function at x
.
Thomas Blanchet, Juliette Fournier, Thomas Piketty
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