gpd_top_deriv_phi: Derivative of the interpolation function in the last bracket
In thomasblanchet/gpinter: Generalized Pareto Interpolation
View source: R/generalized-pareto-distribution.R
gpd_top_deriv_phi R Documentation
Derivative of the interpolation function in the last bracket
Description
Interpolation function based on the generalized Pareto
distribution used in the last bracket of the data.
Usage
gpd_top_deriv_phi(x, pn, mu, sigma, xi)
Arguments
x
A value greater than xn. The point at which to evaluate the
function.
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 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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/generalized-pareto-distribution.R
| gpd_top_deriv_phi | R Documentation |
Derivative of the interpolation function in the last bracket
Description
Interpolation function based on the generalized Pareto distribution used in the last bracket of the data.
Usage
gpd_top_deriv_phi(x, pn, mu, sigma, xi)
Arguments
x |
A value greater than xn. The point at which to evaluate the function. |
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 derivative of the interpolation function at
x.
Author(s)
Thomas Blanchet, Juliette Fournier, Thomas Piketty
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.