Density, distribution, quantile function and random number generation for the semi parametric distribution (spd) which has generalized Pareto tails and kernel fitted interior.
dspd(x, object, linear = TRUE, log = FALSE)pspd(q, object, linear = TRUE, lower_tail = TRUE)
qspd(p, object, linear = TRUE, lower_tail = TRUE)
rspd(n, object, linear = TRUE)
d gives the density, p gives the distribution function, q gives the quantile function and r generates random deviates. Output depends on x or q length, or n for the random number generator.
vector of quantiles.
an object of class “tsdistribution.spdestimate” returned
from calling estimate.tsdistribution.spdspec.
logical, if TRUE (default) interior smoothing function uses linear interpolation rather than constant.
(logical) if TRUE, probabilities p are given as log(p).
if TRUE (default), probabilities are \(P[X \le x]\) otherwise, \(P[X > x]\).
vector of probabilities.
Number of observations.