xPareto {acopula}R Documentation

4-parametric univariate Pareto distribution

Description

Probability (cumulative) distribution function pPareto and quantile function qPareto of Pareto type IV distribution.

Usage

pPareto(t,pars)
qPareto(t,pars)

Arguments

t

numeric. Argument of the functions.

pars

numeric vector of length 4. Parameters of the Pareto distribution (see Details).

Details

Cumulative distribution function of 4-parametric Pareto is defined as

cdf(x)=1-(1+((t-p[4])/p[1])^(1/p[3]))^(-p[2]) for t>=p[4]

and results to 0 otherwise.

Value

Numeric.

Author(s)

Tomas Bacigal

See Also

generator, depfun, copula

Examples

## probability P(X<q)=p
pPareto(t = 2.5, pars = c(10.,5.,3.,1))  # 0.8823436
qPareto(t = .Last.value, pars = c(10.,5.,3.,1))  # 2.5

[Package acopula version 0.9.3 Index]