dGenPareto {Pareto}

Density of the generalized Pareto Distribution

Description

Calculates the density function of the generalized Pareto distribution

Usage

dGenPareto(x, t, alpha_ini, alpha_tail, truncation = NULL)

Arguments

x

Numeric. The function evaluates the density at x.

t

Numeric. Threshold of the Pareto distribution.

alpha_ini

Numeric. Initial Pareto alpha.

alpha_tail

Numeric. Tail Pareto alpha.

truncation

Numeric. If truncation is not NULL and truncation > t, then the generalized Pareto distribution is truncated at truncation.

Value

Density function of the Pareto distribution with parameters t, alpha_ini and alpha_tail evaluated at x

Examples

x <- 0:10 * 1000
dGenPareto(x, 1000, 1, 3)
dGenPareto(x, 1000, 1, 3, truncation = 5000)