import mir.test: shouldApprox; 1.0.generalizedParetoCDF(1, 1, 0.5).shouldApprox == 0; 2.0.generalizedParetoCDF(1, 1, 0.5).shouldApprox == 0.5555556; 3.0.generalizedParetoCDF(2, 3, 0.25).shouldApprox == 0.273975; 5.0.generalizedParetoCDF(2, 3, 0).shouldApprox == 0.6321206;
Computes the generalized pareto cumulative distribution function (CDF).