Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution

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`x, q, p` |
Value, quantile or probability respectively. |

`n` |
Number of random numbers to simulate. |

`sigma` |
Scale parameter. |

`xi` |
Shape parameter. |

`u` |
Threshold |

`log.d, log.p` |
Whether or not to work on the log scale. |

`lower.tail` |
Whether to return the lower tail. |

The functions were originally based on code due to Stuart Coles and which
appears in the `ismev`

package. The functions have been vectorized and
tested.

Random number generation is done by inversion of the distribution function. Code written by Harry Southworth.

Janet E Heffernan, Harry Southworth

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Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.