Representations of the Generalized Pareto Distribution
gpd_raw.RdRepresentations 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); ifFALSE, survival function.- p
Vector of probabilities.
- x, q
Vector of quantiles.
Examples
pgpd(1:10, 0, 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, 0, 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, 2, 10, -2)
#> [1] 2.95 3.80 4.55 5.20 5.75 6.20 6.55 6.80 6.95