pGenPareto function

Distribution Function of the generalized Pareto Distribution

Calculates the cumulative distribution function of a generalized Pareto distribution

pGenPareto(x, t, alpha_ini, alpha_tail, truncation = NULL)

Arguments

• x: Numeric. The function evaluates the CDF at x.
• t: Numeric. Threshold of the generalized Pareto distribution.
• alpha_ini: Numeric. Initial Pareto alpha.
• alpha_tail: Numeric. Tail Pareto alpha.
• truncation: Numeric. If truncation is not NULL and truncation > t, then the generalized Pareto distribution is truncated at truncation.

Returns

Distribution function of the generalized Pareto distribution with parameters t, alpha_ini and alpha_tail evaluated at x

Examples

x <- 0:10 * 1000
pGenPareto(x, 1000, 1, 3)
pGenPareto(x, 1000, 1, 3, truncation = 5000)