Density, distribution function, quantile function, and random generation for the generalized Pareto distribution.
dgpareto(x, mu, gamma, sigma, log = FALSE)pgpareto(q, mu, gamma, sigma)
rgpareto(n, mu, gamma, sigma)
qgpareto(p, mu, gamma, sigma)
numeric vector
location parameter
shape parameter
scale parameter, strictly positive
logical, whether to return the log-density
numeric vector of quantiles
positive integer, the desired number of simulations
numeric vector of probabilities