hparetomixt {condmixt} R Documentation

## Mixture of hybrid Paretos

### Description

Density and distribution function for a mixture of hybrid Paretos with m components.

### Usage

dhparetomixt(params, x, log = FALSE, trunc = TRUE)
phparetomixt(params, x, trunc = TRUE)


### Arguments

 params matrix of mixture parameters of dimension 4 x m, where m is the number of components, so that each column contains the mixture parameters (pi, xi, mu, sigma) related to one component x vector of sample data log logical, if TRUE, probabilities p are given as log(p). trunc logical, if TRUE (default), the hybrid Pareto density is truncated below zero.

### Value

dhparetomixt gives the density and phparetomixt gives the distribution function

Julie Carreau

### References

Carreau, J. and Bengio, Y. (2009), A Hybrid Pareto Model for Asymmetric Fat-tailed Data: the Univariate Case, 12, Extremes

hparetomixt.init