Learn R Programming

SkeweDF (version 0.1.0)

Generalized_Pareto_calc_P0_delta: Generalized Pareto Distribution Function P0 with defined delta

Description

Returns P0 of Generalized Pareto given a parameters theta, c, b , and rho

Usage

Generalized_Pareto_calc_P0_delta(theta, c, b, rho, delta)

Arguments

theta

Parameter of the Generalized Pareto function

c

Parameter of the Generalized Pareto function

b

Parameter of the Generalized Pareto function

rho

Parameter of the Generalized Pareto function

delta

Value of difference between iterations in order to output a result. Decreasing this parameter will increase accuracy of P0. Delta > 0