egp2.G

vector of observations (<code>degp2.G</code>), probabilities (<code>qegp2.G</code>) or quantiles (<code>pegp2.G</code>), in \([0,1]\)

mixture probability for model <code>type</code> <code>4</code>

prob

shape parameter for <code>type</code> <code>1</code>, <code>3</code> and <code>4</code>

kappa

additional parameter for <code>type</code> <code>2</code>, <code>3</code> and <code>4</code>

delta

integer between 0 to 5 giving the model choice

type

logical; should the log-density be returned (default to <code>FALSE</code>)?

sample of uniform; if provided, the data will be used in place of new uniform random variates

unifsamp

numeric vector of length 2 containing the lower and upper bound for censoring

censoring

logical; which method to use for sampling in model of <code>type</code> <code>4</code>?

direct

Density, distribution function, quantile function and random number
generation for the carrier distributions of the extended Generalized Pareto distributions.

Exact simulation from max-stable processes and multivariate extreme value distributions for various parametric models. Threshold selection methods.

Leo Belzile

Multivariate Extreme Value Distributions

Jennifer L. Wadsworth

Paul J. Northrop

Scott D. Grimshaw

Jin Zhang

Michael A. Stephens

Art B. Owen

Raphael Huser

egp2.G function

<code>pegp2.G(u, type=1,prob, kappa, delta)</code>
<code>degp2.G(u,type=1, prob=NA, kappa=NA, delta=NA, log=FALSE)</code>
<code>qegp2.G(u,type=1, prob=NA,kappa=NA,delta=NA)</code>
<code>regp2.G(n,prob=NA,kappa=NA,delta=NA,type=1,unifsamp=NULL,direct=FALSE,censoring=c(0,1))</code>

egp2.G: Carrier distribution for the extended GP distributions of Naveau et al.

Description

Arguments

Usage

See Also