hist_phi: Pareto interpolation function for histogram density

In thomasblanchet/gpinter: Generalized Pareto Interpolation

Pareto interpolation function for histogram density

Description

Calculates the Pareto interpolation function for a distribution with constant density over an interval.

Usage

hist_phi(x, p0, p1, q0, q1, m1, f)

Arguments

x	The values at which to estimate the interpolation function.
p0	The probability lower bound of the interval with constant density.
p1	The probability upper bound of the interval with constant density.
q0	The quantile lower bound of the interval with constant density.
q1	The quantile upper bound of the interval with constant density.
m1	The value of the Lorenz curve at p1.
f	The value of the constant density.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

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