Cumulative probability, quantiles, density and random generation from the generalized Pareto distribution.
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)
vector of quantiles.
vector of probabilities.
vector of values at which to evaluate density
sample size
shape parameter.
location parameter.
scale parameter
Probability (pgpd
), quantile (qgpd
), density
(dgpd
) or random sample (rgpd
) for the GPD
distribution with shape xi
.