View source: R/distribution-functions.R
phi | R Documentation |
Full interpolation function. It includes the part of the
distribution estimated by spline interpolation, and the parts estimated
via the generalized Pareto distribution. This method can only be applied
to objects of class gpinter_dist_orig
, which are returned by
tabulation_fit
and share_fit
.
phi(dist, x, ...)
dist |
A |
x |
The function evaluation point(s). |
... |
Ignored. |
If X
follows the distribution that was interpolated using
tabulation_fit
or share_fit
, then the interpolation function
correspond to:
p \mapsto -\log\left(\int_{1 - \exp(-x)}^{1} Q(u) du\right)
The value of the interpolation function at x
.
Thomas Blanchet, Juliette Fournier, Thomas Piketty
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