ev.trawl (version 0.1.0)

dlgpd: Computes the probability density function of Generalised Pareto Distribution at x, with shape parameter alpha and scale parameter beta.

Description

Computes the probability density function of Generalised Pareto Distribution at x, with shape parameter alpha and scale parameter beta.

Usage

dlgpd(x, alpha, beta)

Arguments

x

value at which the pdf is evaluated.

alpha

Shape parameter.

beta

Scale parameter, should be positive.

Value

GPD pdf function evaluated at x with shape and scale parameters respectively alpha and beta.

Examples

# NOT RUN {
dlgpd(2.34, alpha = 1, beta = 2)

# }