longevity (version 1.2.1)

dextgp: Density function of the extended generalized Pareto distribution

Description

Density function of the extended generalized Pareto distribution

Hazard function of the extended generalized Pareto distribution

Quantile function of the extended generalized Pareto distribution

Usage

dextgp(x, scale = 1, shape1 = 0, shape2 = 0, log = FALSE)
hextgp(x, scale = 1, shape1 = 0, shape2 = 0, log = FALSE)
qextgp(p, scale = 1, shape1 = 0, shape2 = 0, lower.tail = TRUE)

Value

a vector of (log)-density of the same length as x

a vector of (log)-hazard of the same length as x

a vector of quantiles

Arguments

x

vector of quantiles.

scale

scale parameter, strictly positive.

shape1

positive shape parameter \(\beta\); model defaults to generalized Pareto when it equals zero.

shape2

shape parameter \(\gamma\); model reduces to Gompertz when shape2=0.

log

logical; if TRUE, return the log hazard

p

vector of probabilities.

lower.tail

logical; if TRUE (default), the lower tail probability \(\Pr(X \leq x)\) is returned.