GPareto-class | R Documentation |
[borrowed from evd]:
The (Three-parameter) generalized Pareto distribution with parameter loc
= a
,
scale
= b
, shape
= c
has density:
f(x) = \frac{1}{b} (1+c z)^(-1/c - 1), \quad z = \frac{x-a}{c}
for x > a
( c \geq 0
) and a \leq x \leq a - b/c
(c < 0
).
Objects can be created by calls of the form new("GPareto", loc, scale,shape)
.
More frequently they are created via the generating function
GPareto
.
img
Object of class "Reals"
.
param
Object of class "GParetoParameter"
.
r
rgpd
d
dgpd
p
pgpd
, but vectorized and with special treatment of
arguments lower.tail
and log.p
q
qgpd
, but vectorized and with special treatment of
arguments lower.tail
and log.p
gaps
(numeric) matrix or NULL
.withArith
logical: used internally to issue warnings as to interpretation of arithmetics
.withSim
logical: used internally to issue warnings as to accuracy
.logExact
logical: used internally to flag the case where there are explicit formulae for the log version of density, cdf, and quantile function
.lowerExact
logical: used internally to flag the case where there are explicit formulae for the lower tail version of cdf and quantile function
Class "AbscontDistribution"
, directly.
Class "UnivariateDistribution"
, by class "AbscontDistribution"
.
Class "Distribution"
, by class "AbscontDistribution"
.
signature(.Object = "GPareto")
: initialize method.
signature(object = "GPareto")
: wrapped access method for
slot shape
of slot param
.
signature(object = "GPareto")
: wrapped access method for
slot loc
of slot param
.
signature(object = "GPareto")
: alias to loc
,
to support argument naming of package VGAM.
signature(x = "GPareto")
: wrapped access method for
slot scale
of slot param
.
signature(object = "GPareto")
: wrapped replace method for
slot shape
of slot param
.
signature(object = "GPareto")
: wrapped replace method for
slot loc
of slot param
.
signature(object = "GPareto")
: alias to loc<-
,
to support argument naming of package VGAM.
signature(x = "GPareto")
: wrapped replace method for
slot scale
of slot param
.
signature(e1 = "GPareto", e2 = "numeric")
: exact method
for this transformation — stays within this class.
signature(e1 = "GPareto", e2 = "numeric")
: exact method
for this transformation — stays within this class if e2>0
.
signature(object = "GPareto", fun = "missing", cond = "missing")
:
exact evaluation using explicit expressions.
signature(signature(x = "GPareto")
:
exact evaluation using explicit expressions.
signature(signature(x = "GPareto")
:
exact evaluation using explicit expressions.
signature(signature(x = "GPareto")
:
exact evaluation using explicit expressions.
signature(signature(x = "GPareto")
:
exact evaluation using explicit expressions.
signature(signature(x = "GPareto")
:
exact evaluation using explicit expressions.
signature(object = "GPareto", x = "numeric")
:
checks if x
lies in the support of the respective distribution.
This class is based on the code provided by the package evd by A. G. Stephenson.
Nataliya Horbenko nhorbenko@gmail.com
Pickands, J. (1975) Statistical inference using extreme order statistics. _Annals of Statistics_, *3*, 119-131.
dgpd
, AbscontDistribution-class
(P1 <- new("GPareto", loc = 0, scale = 1,shape = 0))
plot(P1)
shape(P1)
loc(P1)
scale(P1) <- 4
location(P1) <- 2 ## same as loc(P1) <- 2
shape(P1) <- -2 # may be negative
plot(P1)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.