import mir.test: shouldApprox; 1.0.generalizedParetoCCDF(1, 1, 0.5).shouldApprox == 1; 2.0.generalizedParetoCCDF(1, 1, 0.5).shouldApprox == 0.4444444; 3.0.generalizedParetoCCDF(2, 3, 0.25).shouldApprox == 0.726025; 5.0.generalizedParetoCCDF(2, 3, 0).shouldApprox == 0.3678794;
Computes the generalized pareto complementary cumulative distribution function (CCDF).