distrEx (version 2.2)

GPareto-class: Generalized Pareto distribution

Description

[borrowed from evd]: The (Three-parameter) generalized Pareto distribution with parameter loc$= a$, scale $= b$, shape $= c$ has density: $$f(x) = \frac{1}{b} (1+c z)^(-1/c - 1), \quad z = \frac{x-a}{c}$$ for $x > a$ ($c \geq 0$) and $a \leq x \leq a - b/c$($c < 0$).

Objects from the Class

Objects can be created by calls of the form new("GPareto", loc, scale,shape). More frequently they are created via the generating function GPareto.

Extends

Class "AbscontDistribution", directly. Class "UnivariateDistribution", by class "AbscontDistribution". Class "Distribution", by class "AbscontDistribution".

concept

• GPareto
• extreme value distribution
• absolutely continuous distribution
• S4 distribution class

References

Pickands, J. (1975) Statistical inference using extreme order statistics. _Annals of Statistics_, *3*, 119-131.

See Also

dgpd, AbscontDistribution-class

Examples

(P1 <- new("GPareto", loc = 0, scale = 1,shape = 0))
plot(P1)
shape(P1)
loc(P1)
scale(P1) <- 4
loc(P1) <- 2
plot(P1)

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