Representations of the Generalized Pareto Distribution
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)
#> [1] 0.5000000 0.6666667 0.7500000 0.8000000 0.8333333 0.8571429 0.8750000
#> [8] 0.8888889 0.9000000 0.9090909
dgpd(1:10, 2, 0)
#> [1] 0.303265330 0.183939721 0.111565080 0.067667642 0.041042499 0.024893534
#> [7] 0.015098692 0.009157819 0.005554498 0.003368973
qgpd(1:9 / 10, 10, -2)
#> [1] 0.95 1.80 2.55 3.20 3.75 4.20 4.55 4.80 4.95