# NOT RUN {
loc <- 2; sigma <- 1; xi <- -0.4
x <- seq(loc - 0.2, loc + 3, by = 0.01)
plot(x, dgpd(x, loc, sigma, xi), type = "l", col = "blue", ylim = c(0, 1),
main = "Blue is density, red is cumulative distribution function",
sub = "Purple are 5,10,...,95 percentiles", ylab = "", las = 1)
abline(h = 0, col = "blue", lty = 2)
lines(qgpd(seq(0.05, 0.95, by = 0.05), loc, sigma, xi),
dgpd(qgpd(seq(0.05, 0.95, by = 0.05), loc, sigma, xi), loc, sigma, xi),
col = "purple", lty = 3, type = "h")
lines(x, pgpd(x, loc, sigma, xi), type = "l", col = "red")
abline(h = 0, lty = 2)
pgpd(qgpd(seq(0.05, 0.95, by = 0.05), loc, sigma, xi), loc, sigma, xi)
# }
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