bda (version 13.4.13)

GPD: The Generalize Pareto distribution

Description

Density, distribution function, quantile function and random generation for the Generalized Pareto distribution.

Usage

dGPD(x,mu,sig,eta)
	pGPD(q,mu,sig,eta)
	qGPD(p,mu,sig,eta)
	rGPD(n,mu,sig,eta)

Arguments

x,q

vector of quantiles in dmixnorm and pmixnorm. In qmixnorm, 'x' is a vector of probabilities.

p

A vector of probabilities.

n

number of observations. If 'length(n) > 1', the length is taken to be the number required.

mu,sig,eta

parameters of the Generalized Pareto distribution.

Examples

# NOT RUN {
 dGPD(.5, 1.1,2,-1)

# }