Density, distribution function, quantile function and random generation for the generalized Pareto distribution with shape and scale parameters equal to shape and scale, respectively.
logical; if TRUE, probabilities p are given as log(p).
lower.tail
logical; if TRUE (default), probabilities are P[X <= x],otherwise, P[X > x].
Details
If X is a random variable distributed according to a generalized Pareto distribution, it has density
f(x) = 1/scale*(1-shape*x/scale)^((1-shape)/shape)
Value
dgp gives the density, pgp gives the distribution function, qgp gives the quantile function, and rgp generates random deviates.
References
Coles, S. (2001) An introduction to statistical modeling of extreme values. Springer
Examples
x <- rgp(1000,-.2,10)
hist(x,freq=FALSE,col='gray',border='white')
curve(dgp(x,-.2,10),add=TRUE,col='red4',lwd=2)
Results
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
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Platform: x86_64-pc-linux-gnu (64-bit)
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> library(FAdist)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/FAdist/GenPARETO.Rd_%03d_medium.png", width=480, height=480)
> ### Name: GenPARETO
> ### Title: Generalized Pareto Distribution
> ### Aliases: dgp pgp qgp rgp
> ### Keywords: distribution
>
> ### ** Examples
>
> x <- rgp(1000,-.2,10)
> hist(x,freq=FALSE,col='gray',border='white')
> curve(dgp(x,-.2,10),add=TRUE,col='red4',lwd=2)
>
>
>
>
>
> dev.off()
null device
1
>