dgpd function

Generalized Pareto Distribution

Cumulative probability, quantiles, density and random generation from the generalized Pareto distribution.

pgpd(q, xi, mu = 0, beta = 1) 
qgpd(p, xi, mu = 0, beta = 1) 
dgpd(x, xi, mu = 0, beta = 1) 
rgpd(n, xi, mu = 0, beta = 1)

Arguments

• q: vector of quantiles.
• p: vector of probabilities.
• x: vector of values at which to evaluate density
• n: sample size
• xi: shape parameter.
• mu: location parameter.
• beta: scale parameter

Returns

Probability (pgpd), quantile (qgpd), density (dgpd) or random sample (rgpd) for the GPD distribution with shape xi.

See Also

dgev, gpd