pextgp {longevity}R Documentation

Distribution function of the extended generalized Pareto distribution

Description

Distribution function of the extended generalized Pareto distribution

Usage

pextgp(q, scale = 1, shape1 = 0, shape2 = 0, lower.tail = TRUE, log.p = FALSE)

Arguments

q

vector of quantiles.

scale

scale parameter, strictly positive.

shape1

positive shape parameter \beta; model defaults to generalized Pareto when it equals zero.

shape2

shape parameter \gamma; model reduces to Gompertz when shape2=0.

lower.tail

logical; if TRUE (default), the lower tail probability \Pr(X \leq x) is returned.

log.p

logical; if FALSE (default), values are returned on the probability scale.

Value

a vector of (log)-probabilities of the same length as q


[Package longevity version 1.2.1 Index]