qPiecewisePareto {Pareto}

Quantile Function of the Piecewise Pareto Distribution

Description

Calculates the quantile function of a piecewise Pareto distribution

Usage

qPiecewisePareto(p, t, alpha, truncation = NULL, truncation_type = "lp")

Arguments

p

Numeric. The function evaluates the quantile function at p.

t

Numeric vector. Thresholds of the piecewise Pareto distribution.

alpha

Numeric vector. alpha[i] is the Pareto alpha in excess of t[i].

truncation

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

truncation_type

Character. If truncation_type = "wd" then the whole distribution is truncated. If truncation_type = "lp" then a truncated Pareto is used for the last piece.

Value

Quantile function of the piecewise Pareto distribution with parameter vectors t and alpha evaluated at p

Examples

t <- c(1000, 2000, 3000)
alpha <- c(1, 1.5, 2)
p <- 0:10 * 0.1
qPiecewisePareto(p, t, alpha)
qPiecewisePareto(p, t, alpha, truncation = 5000, truncation_type = "lp")
qPiecewisePareto(p, t, alpha, truncation = 5000, truncation_type = "wd")