dexp(1,rate=.5) #Exp(rate) equivalent to gpd with mu=0 AND xi=0, and sigma=1/rate.
dgpd(1,mu=0,sigma=2,xi=0) #cannot take xi=0.
dgpd(1,mu=0,sigma=2,xi=0.0000001) #but can get close.
##"mass" function of GPD
mgpd(8) == pgpd(8.5) - pgpd(7.5)
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