dgpd                  package:evir                  R Documentation

_G_e_n_e_r_a_l_i_z_e_d _P_a_r_e_t_o _D_i_s_t_r_i_b_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     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)

_A_r_g_u_m_e_n_t_s:

       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

_V_a_l_u_e:

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

_S_e_e _A_l_s_o:

     'dgev', 'gpd'

