
This function computes the cumulative probability or nonexceedance probability of the Generalized Pareto distribution given parameters (pargpa
. The cumulative distribution function is
cdfgpa(x, para)
Nonexceedance probability (
A real value vector.
The parameters from pargpa
or vec2par
.
W.H. Asquith
Hosking, J.R.M., 1990, L-moments---Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, v. 52, pp. 105--124, tools:::Rd_expr_doi("10.1111/j.2517-6161.1990.tb01775.x").
Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.
Hosking, J.R.M., and Wallis, J.R., 1997, Regional frequency analysis---An approach based on L-moments: Cambridge University Press.
pdfgpa
, quagpa
, lmomgpa
, pargpa
lmr <- lmoms(c(123, 34, 4, 654, 37, 78))
cdfgpa(50, pargpa(lmr))
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