gpd_raw: Representations of the Generalized Pareto Distribution

In vincenzocoia/distionary: Create and Evaluate Probability Distributions

Representations of the Generalized Pareto Distribution

Description

Representations of the Generalized Pareto Distribution

Usage

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

qgpd(p, scale, shape)

dgpd(x, scale, shape)

Arguments

scale	Vector of scale parameters; positive numeric.
shape	Vector of shape parameters; positive numeric.
lower.tail	Single logical. If TRUE, cdf (default); if FALSE, survival function.
p	Vector of probabilities.
x, q	Vector of quantiles.

Value

Vector of evaluated GPD distribution, with length equal to the recycled lengths of q/x/p, scale, and shape.

Examples

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

vincenzocoia/distionary documentation built on Feb. 26, 2025, 11:09 a.m.