Representations of the Generalized Pareto Distribution — pgp • distionary

Representations of the Generalized Pareto Distribution

Usage

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

qgp(p, scale, shape)

dgp(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 GP distribution, with length equal to the recycled lengths of q/x/p, scale, and shape.

Examples

pgp(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
dgp(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
qgp(1:9 / 10, 10, -2)
#> [1] 0.95 1.80 2.55 3.20 3.75 4.20 4.55 4.80 4.95