gpd_top_phi: Interpolation function in the last bracket

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

gpd_top_phiR Documentation

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_phi(x, pn, mu, sigma, xi)

Arguments

x

A value in 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 interpolation function at x.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty


thomasblanchet/gpinter documentation built on Nov. 29, 2022, 4:32 a.m.