evir (version 1.7-4)

dgpd: Generalized Pareto Distribution

Description

Cumulative probability, quantiles, density and random generation from the generalized Pareto distribution.

Usage

pgpd(q, xi, mu = 0, beta = 1) 
qgpd(p, xi, mu = 0, beta = 1) 
dgpd(x, xi, mu = 0, beta = 1) 
rgpd(n, xi, mu = 0, beta = 1)

Arguments

q

vector of quantiles.

p

vector of probabilities.

x

vector of values at which to evaluate density

n

sample size

xi

shape parameter.

mu

location parameter.

beta

scale parameter

Value

Probability (pgpd), quantile (qgpd), density (dgpd) or random sample (rgpd) for the GPD distribution with shape xi.

See Also

dgev, gpd