import mir.test: shouldApprox; 1.0.generalizedParetoPDF(1, 1, 0.5).shouldApprox == 1; 2.0.generalizedParetoPDF(1, 1, 0.5).shouldApprox == 0.2962963; 3.0.generalizedParetoPDF(2, 3, 0.25).shouldApprox == 0.2233923; 5.0.generalizedParetoPDF(2, 3, 0).shouldApprox == 0.3678794;
Computes the generalized pareto probability density function (PDF).