Carrier distribution for the extended GP distributions of Naveau et al.

Density, distribution function, quantile function and random number generation for the carrier distributions of the extended Generalized Pareto distributions.

Arguments

u

vector of observations (dextgp.G), probabilities (qextgp.G) or quantiles (pextgp.G), in \([0,1]\)

prob

mixture probability for model type 4

kappa

shape parameter for type 1, 3 and 4

delta

additional parameter for type 2, 3 and 4

type

integer between 0 to 5 giving the model choice

log

logical; should the log-density be returned (default to FALSE)?

n

sample size

unifsamp

sample of uniform; if provided, the data will be used in place of new uniform random variates

censoring

numeric vector of length 2 containing the lower and upper bound for censoring

direct

logical; which method to use for sampling in model of type 4?

Usage

pextgp.G(u, type=1, prob, kappa, delta)

dextgp.G(u, type=1, prob=NA, kappa=NA, delta=NA, log=FALSE)

qextgp.G(u, type=1, prob=NA, kappa=NA, delta=NA)

rextgp.G(n, prob=NA, kappa=NA, delta=NA, type=1, unifsamp=NULL, direct=FALSE, censoring=c(0,1))

See also

extgp

Author

Raphael Huser and Philippe Naveau