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