gpd_top_quantile: Quantile function of the generalized Pareto distribution in...
In thomasblanchet/gpinter: Generalized Pareto Interpolation
View source: R/generalized-pareto-distribution.R
gpd_top_quantile R Documentation
Quantile function of the generalized Pareto distribution in the top
of the distribution.
Description
This function correspond to the quantile function of the
generalized Pareto distribution, but with some rescaling to model the top
of the distribution only.
Usage
gpd_top_quantile(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 quantile at p.
Author(s)
Thomas Blanchet, Juliette Fournier, Thomas Piketty
thomasblanchet/gpinter documentation built on Aug. 27, 2024, 3:11 p.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_quantile | R Documentation |
Quantile function of the generalized Pareto distribution in the top of the distribution.
Description
This function correspond to the quantile function of the generalized Pareto distribution, but with some rescaling to model the top of the distribution only.
Usage
gpd_top_quantile(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 quantile at p.
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.