The OpenD Programming Language

mir.stat.distribution.generalized_pareto

This module contains algorithms for the Generalized Pareto Distribution.

Members

Functions

generalizedParetoCCDF T generalizedParetoCCDF(T x, T mu, T sigma, T xi): Computes the generalized pareto complementary cumulative distribution function (CCDF).
generalizedParetoCDF T generalizedParetoCDF(T x, T mu, T sigma, T xi): Computes the generalized pareto cumulative distribution function (CDF).
generalizedParetoInvCDF T generalizedParetoInvCDF(T p, T mu, T sigma, T xi): Computes the generalized pareto inverse cumulative distribution function (InvCDF).
generalizedParetoLPDF T generalizedParetoLPDF(T x, T mu, T sigma, T xi): Computes the generalized pareto log probability density function (LPDF).
generalizedParetoPDF T generalizedParetoPDF(T x, T mu, T sigma, T xi): Computes the generalized pareto probability density function (PDF).

Meta

Source

See Source File

License

Authors

John Michael Hall

Copyright

2022-3 Mir Stat Authors.