Computes inverse of g from the marginal transform method (vectorised version). That is from GPD(offset_shape, offset_scale) to GPD(alpha, beta+kappa).
TrfInverseG(z, alpha, beta, kappa, offset_scale, offset_shape)
Data distributed as GPD(offset_shape, offset_scale).
Shape parameter of output data.
Part of scale parameter of output data (beta + kappa). Should be positive.
Part of scale parameter of output data. Should be positive.
Scale parameter of input data. Should be positive.
Shape parameter of input data.
GPD(alpha, beta+kappa)-distributed data from GPD(offset_shape, offset_scale)-distributed input data.