View source: R/generalized-pareto-distribution.R
gpd_top_parameters | R Documentation |
Above the last threshold, we extrapolate the curve using a generalized Pareto distribution. The three parameters of the distribution are chosen so as to ensure the continuity and derivability of the quantile function, and to match the average in the last bracket.
gpd_top_parameters(xn, yn, sn, an)
xn |
The last interpolation point. |
yn |
The value of the function at the last interpolation point. |
sn |
The value of the first derivative at the last interpolation point. |
an |
The value of the second derivative at the last interpolation point. |
A list with the three parameters: mu
, sigma
and mu
.
Thomas Blanchet, Juliette Fournier, Thomas Piketty
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.