posterior (version 1.7.0)

pgeneralized_pareto: Distribution function for the generalized Pareto distribution

Description

Computes the cumulative distribution function (CDF) for a generalized Pareto distribution with location mu, scale sigma, and shape k.

Usage

pgeneralized_pareto(
  q,
  mu = 0,
  sigma = 1,
  k = 0,
  lower.tail = TRUE,
  log.p = FALSE
)

Value

A numeric vector of probabilities.

Arguments

q

Numeric vector of quantiles.

mu

Location parameter.

sigma

Scale parameter (must be positive).

k

Shape parameter.

lower.tail

Logical; if TRUE (default), probabilities are P[X <= x].

log.p

Logical; if TRUE, probabilities are returned as log(p).

Examples

pgeneralized_pareto(q = c(1, 2, 5), mu = 0, sigma = 1, k = 0.2)