View source: R/generalized-pareto-distribution.R
gpd_top_density | R Documentation |
This function correspond to the density function of the generalized Pareto distribution, but with some rescaling to model the top of the distribution only.
gpd_top_density(q, pn, mu, sigma, xi)
q |
Real number. The point at which to evaluate the density. |
pn |
A value in [0, 1]. The point of the distribution at which the GDP model starts |
mu |
The location parameter. |
sigma |
The scale parameter. |
xi |
The shape parameter. |
The value of the density at q
.
Thomas Blanchet, Juliette Fournier, Thomas Piketty
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