import mir.math.common: log; import mir.test: shouldApprox; 1.0.generalizedParetoLPDF(1, 1, 0.5).shouldApprox == log(generalizedParetoPDF(1.0, 1, 1, 0.5)); 2.0.generalizedParetoLPDF(1, 1, 0.5).shouldApprox == log(generalizedParetoPDF(2.0, 1, 1, 0.5)); 3.0.generalizedParetoLPDF(2, 3, 0.25).shouldApprox == log(generalizedParetoPDF(3.0, 2, 3, 0.25)); 5.0.generalizedParetoLPDF(2, 3, 0).shouldApprox == log(generalizedParetoPDF(5.0, 2, 3, 0));
Computes the generalized pareto log probability density function (LPDF).