distionary (version 0.1.0)

pgp: Representations of the Generalized Pareto Distribution

Description

Representations of the Generalized Pareto Distribution

Usage

pgp(q, scale, shape, lower.tail = TRUE)
qgp(p, scale, shape)
dgp(x, scale, shape)

Value

Vector of evaluated GP distribution, with length equal to the recycled lengths of q/x/p, scale, and 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.

Examples

pgp(1:10, 1, 1)
dgp(1:10, 2, 0)
qgp(1:9 / 10, 10, -2)