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

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

gpd_top_meanR Documentation

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

Description

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

Usage

gpd_top_mean(p, pn, mu, sigma, xi)

Arguments

p

A value in [pn, 1]. 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 truncated average at p.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty


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