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SkeweDF (version 0.1.0)

Generalized_Pareto_calc_P0_iter: Generalized Pareto Distribution Function P0 with defined number of iterations

Description

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

Usage

Generalized_Pareto_calc_P0_iter(theta, c, b, rho, iter)

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

iter

Number of iterations to be performed for summation calcuation. Increasing this parameter will increase accuracy of P0