ROOPSD (version 0.3.9)

pgpd: pgpd

Description

Cumulative distribution function (or survival function) of Generalized Pareto distribution

Usage

pgpd(q, loc = 0, scale = 1, shape = 0, lower.tail = TRUE)

Value

[vector] CDF (or SF) of GPD at x

Arguments

q

[vector] Vector of quantiles

loc

[vector] Location parameter

scale

[vector] Scale parameter

shape

[vector] Shape parameter

lower.tail

[bool] Return CDF if TRUE, else return survival function

Examples

## Data
loc = 1
scale = 0.5
shape = -0.2
x = base::seq( -5 , 5 , length = 1000 )
cdfx = pgpd( x , loc = loc , scale = scale , shape = shape )