GPareto {gfiExtremes}

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