GPareto {gfiExtremes} | R Documentation |
Generalized Pareto distribution
Description
Density, distribution function, quantile function, and random generation for the generalized Pareto distribution.
Usage
dgpareto(x, mu, gamma, sigma, log = FALSE)
pgpareto(q, mu, gamma, sigma)
rgpareto(n, mu, gamma, sigma)
qgpareto(p, mu, gamma, sigma)
Arguments
x |
numeric vector |
mu |
location parameter |
gamma |
shape parameter |
sigma |
scale parameter, strictly positive |
log |
logical, whether to return the log-density |
q |
numeric vector of quantiles |
n |
positive integer, the desired number of simulations |
p |
numeric vector of probabilities |
[Package gfiExtremes version 1.0.1 Index]