Density and distribution function for a mixture of hybrid Paretos with
m components.
dhparetomixt(params, x, log = FALSE, trunc = TRUE)
phparetomixt(params, x, trunc = TRUE)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
vector of sample data
logical, if TRUE, probabilities p are
given as log(p).
logical, if TRUE (default), the hybrid Pareto density is truncated below zero.
dhparetomixt gives the density and phparetomixt gives the
distribution function
Carreau, J. and Bengio, Y. (2009), A Hybrid Pareto Model for Asymmetric Fat-tailed Data: the Univariate Case, 12, Extremes