spd function

Semi-Parametric Distribution

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)

Arguments

• x, q: vector of quantiles.
• object: an object of class tsdistribution.spdestimate returned from calling estimate.tsdistribution.spdspec.
• linear: logical, if TRUE (default) interior smoothing function uses linear interpolation rather than constant.
• log: (logical) if TRUE, probabilities p are given as log(p).
• lower_tail: if TRUE (default), probabilities are $P[X \le x]$ otherwise, $P[X > x]$.
• p: vector of probabilities.
• n: Number of observations.

Returns

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.