The OpenD Programming Language

generalizedParetoCCDF

Computes the generalized pareto complementary cumulative distribution function (CCDF).

@safe pure nothrow @nogc
T
generalizedParetoCCDF
(
T
)
(
const T x
,
const T mu
,
const T sigma
,
const T xi
)
if (
isFloatingPoint!T
)

Parameters

x T

value to evaluate CCDF

mu T

location parameter

sigma T

scale parameter

xi T

shape parameter

Examples

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;

See Also

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