longevity (version 1.2.1)

pgpd: Distribution function of the generalized Pareto distribution

Description

Distribution function of the generalized Pareto distribution

Density function of the generalized Pareto distribution

Hazard function of the generalized Pareto distribution

Quantile function of the generalized Pareto distribution

Usage

pgpd(q, loc = 0, scale = 1, shape = 0, lower.tail = TRUE, log.p = FALSE)
dgpd(x, loc = 0, scale = 1, shape = 0, log = FALSE)
hgpd(x, loc = 0, scale = 1, shape = 0, log = FALSE)
qgpd(p, loc = 0, scale = 1, shape = 0, lower.tail = TRUE)

Value

a vector of (log)-probabilities of the same length as q

a vector of (log)-density.

a vector of (log)-hazard.

a vector of quantiles

Arguments

q

vector of quantiles.

loc

location parameter.

scale

scale parameter, strictly positive.

shape

shape parameter.

lower.tail

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

log.p

logical; if FALSE (default), values are returned on the probability scale.

x

vector of quantiles.

log

logical; if FALSE (default), return the log hazard

p

vector of probabilities.