QRM (version 0.4-35)

GPD: Generalized Pareto Distribution

Description

Density, quantiles, and cumulative probability of the Generalized Pareto distribution.

Usage

pGPD(q, xi, beta = 1) 
qGPD(p, xi, beta = 1) 
dGPD(x, xi, beta = 1, log = FALSE) 
rGPD(n, xi, beta = 1)

Value

numeric, probability (pGPD), quantile (qGPD), density (dGPD) or random variates (rGPD) for the GPD with scale parameter \(\beta\) and shape parameter \(\xi\).

Arguments

beta

numeric, scale parameter.

log

logical, whether log values of density should be returned.

n

integer, count of random variates.

p

vector, probabilities.

q

vector, quantiles.

x

vector, values to evaluate density.

xi

numeric, shape parameter.

See Also

GEV, POT