Density function, distribution function, quantile function and random number generation for the generalized Pareto distribution.
pgp(q, loc = 0, scale = 1, shape = 0, lower.tail = TRUE, log.p = FALSE)dgp(x, loc = 0, scale = 1, shape = 0, log = FALSE)
qgp(p, loc = 0, scale = 1, shape = 0, lower.tail = TRUE)
rgp(n, loc = 0, scale = 1, shape = 0)
location parameter.
scale parameter, strictly positive.
shape parameter.
logical; if TRUE
(default), the lower tail probability \(\Pr(X \leq x)\) is returned.
logical; if FALSE
(default), values are returned on the probability scale.
vector of quantiles
vector of probabilities
scalar number of observations
Coles, S. G. (2001) An Introduction to Statistical Modeling of Extreme Values, Springer-Verlag, London. tools:::Rd_expr_doi("10.1007/978-1-4471-3675-0_3")