dgpd {ROOPSD}

dgpd

Description

Density function of Generalized Pareto Distribution

Usage

dgpd(x, loc = 0, scale = 1, shape = 0, log = FALSE)

Arguments

x

[vector] Vector of values

loc

[vector] Location parameter

scale

[vector] Scale parameter

shape

[vector] Shape parameter

log

[bool] Return log of density if TRUE, default is FALSE

Value

[vector] Density of GPD at x

Examples

## Data
loc = 1
scale = 0.5
shape = -0.2
x = base::seq( -5 , 5 , length = 1000 )
y = dgpd( x , loc = loc , scale = scale , shape = shape )