gpd_raw: Representations of the Generalized Pareto Distribution

In vincenzocoia/distionary: Create and Evaluate Univariate Probability Distributions

Representations of the Generalized Pareto Distribution

Description

Representations of the Generalized Pareto Distribution

Usage

pgpd(q, location, scale, shape, lower.tail = TRUE)

qgpd(p, location, scale, shape)

dgpd(x, location, scale, shape)

Arguments

location	Location parameter; numeric.
scale	Scale parameter; positive numeric.
shape	Shape parameter; numeric.
lower.tail	Logical. If TRUE, cdf (default); if FALSE, survival function.
p	Vector of probabilities.
x, q	Vector of quantiles.

Examples

pgpd(1:10, 0, 1, 1)
dgpd(1:10, 0, 2, 0)
qgpd(1:9 / 10, 2, 10, -2)

vincenzocoia/distionary documentation built on Oct. 13, 2024, 12:04 a.m.