gpd_top_density: Density function of the generalized Pareto distribution in...

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

gpd_top_densityR Documentation

Density function of the generalized Pareto distribution in the top of the distribution.

Description

This function correspond to the density function of the generalized Pareto distribution, but with some rescaling to model the top of the distribution only.

Usage

gpd_top_density(q, pn, mu, sigma, xi)

Arguments

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.

Value

The value of the density at q.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty


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