plgpd: Computes the cumulative distribution function of Generalised...

Description Usage Arguments Value Examples

Description

Computes the cumulative distribution function of Generalised Pareto Distribution at x, with shape parameter alpha and scale parameter beta.

Usage

1
plgpd(x, alpha, beta, lower.tail = T)

Arguments

x

value at which the pdf is evaluated.

alpha

Shape parameter.

beta

Scale parameter, should be positive.

lower.tail

logical; if TRUE (default), probabilities are P[X <= x] otherwise, P[X > x].

Value

GPD CDF function evaluated at x with shape and scale parameters respectively alpha and beta.

Examples

1
plgpd(2.34, alpha = 1, beta = 2)

vali2noisy/ev-trawl documentation built on May 13, 2019, 4:09 a.m.