GPD {QRM} | R Documentation |
Density, quantiles, and cumulative probability of the Generalized Pareto distribution.
pGPD(q, xi, beta = 1) qGPD(p, xi, beta = 1) dGPD(x, xi, beta = 1, log = FALSE) rGPD(n, xi, beta = 1)
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numeric, probability (pGPD), quantile (qGPD), density (dGPD) or random variates (rGPD) for the GPD with scale parameter beta and shape parameter xi.