gpdUC(VGAM)
gpdUC()所属R语言包：VGAM
The Generalized Pareto Distribution
广义Pareto分布
译者：生物统计家园网 机器人LoveR
描述----------Description----------
Density, distribution function, quantile function and random generation for the generalized Pareto distribution (GPD) with location parameter location, scale parameter scale and shape parameter shape.
密度，分布函数，分位数函数随机生成的广义帕累托分布（GPD）的位置参数location，规模参数scale和形状参数shape。
用法----------Usage----------
dgpd(x, location = 0, scale = 1, shape = 0, log = FALSE,
tolshape0 = sqrt(.Machine$double.eps),
oobounds.log = -Inf, giveWarning = FALSE)
pgpd(q, location = 0, scale = 1, shape = 0)
qgpd(p, location = 0, scale = 1, shape = 0)
rgpd(n, location = 0, scale = 1, shape = 0)
参数----------Arguments----------
参数：x, q
vector of quantiles.
向量的位数。
参数：p
vector of probabilities.
向量的概率。
参数：n
number of observations. If length(n) > 1 then the length is taken to be the number required.
若干意见。如果length(n) > 1的长度是所需的数量。
参数：location
the location parameter mu.
位置参数mu。
参数：scale
the (positive) scale parameter sigma.
（正）尺度参数sigma。
参数：shape
the shape parameter xi.
形状参数xi。
参数：log
Logical. If log = TRUE then the logarithm of the density is returned.
逻辑。如果log = TRUE然后返回的密度的对数。
参数：tolshape0
Positive numeric. Threshold/tolerance value for resting whether xi is zero. If the absolute value of the estimate of xi is less than this value then it will be assumed zero and an exponential distribution will be used.
正数值。阈值/公差值截断是否xi是零。如果xi的估计的绝对值是小于该值，则其将被假定为零，将被使用的指数分布。
参数：oobounds.log, giveWarning
Numeric and logical. The GPD distribution has support in the region satisfying (x-location)/scale > 0 and 1+shape*(x-location)/scale > 0. Outside that region, the logarithm of the density is assigned oobounds.log, which equates to a zero density. It should not be assigned a positive number, and ideally is very negative. Since gpd uses this function it is necessary to return a finite value outside this region so as to allow for half-stepping. Both arguments are in support of this. This argument and others match those of gpd.
数字和逻辑。的GPD分布在该区域的支持，满足(x-location)/scale > 0和1+shape*(x-location)/scale > 0。以外的区域的对数的密度分配oobounds.log，它等同于一个零密度。它不应该被分配一个正数，理想情况下是非常不利的。自从gpd使用此功能，有必要在这个区域之外，以便返回一个有限的值，以允许半步。两个参数都是支持。这个论点和其他的gpd。
Details
详细信息----------Details----------
See gpd, the VGAM family function for estimating the two parameters by maximum likelihood estimation, for formulae and other details. Apart from n, all the above arguments may be vectors and are recyled to the appropriate length if necessary.
gpd，的VGAM的家庭功能的估计两个参数的最大似然估计，公式和其他细节。除了n，所有上述参数可以是向量和被recyled到合适的长度，如果必要的。
值----------Value----------
dgpd gives the density, pgpd gives the distribution function, qgpd gives the quantile function, and rgpd generates random deviates.
dgpd给出了密度，pgpd给出了分布函数，qgpd给出了分位数的功能，和rgpd随机产生的偏离。
注意----------Note----------
The default values of all three parameters, especially xi = 0, means the default distribution is the exponential.
所有三个参数的默认值，尤其是xi = 0，默认的分布是指数。
Currently, these functions have different argument names compared with those in the evd package.
目前，这些功能有不同的参数与那些在evd包的名称相比。
（作者）----------Author(s)----------
T. W. Yee
参考文献----------References----------
An Introduction to Statistical Modeling of Extreme Values. London: Springer-Verlag.
参见----------See Also----------
gpd.
gpd。
实例----------Examples----------
## Not run: x = seq(-0.2, 3, by = 0.01)[＃不运行：X = SEQ（-0.2，3，= 0.01）]
loc = 0; sigma = 1; xi = -0.4
plot(x, dgpd(x, loc, sigma, xi), type = "l", col = "blue", ylim = c(0, 1),
main = "Blue is density, red is cumulative distribution function",
sub = "Purple are 5,10,...,95 percentiles", ylab = "", las = 1)
abline(h = 0, col = "blue", lty = 2)
lines(qgpd(seq(0.05, 0.95, by = 0.05), loc, sigma, xi),
dgpd(qgpd(seq(0.05, 0.95, by = 0.05), loc, sigma, xi), loc, sigma, xi),
col = "purple", lty = 3, type = "h")
lines(x, pgpd(x, loc, sigma, xi), type = "l", col = "red")
abline(h = 0, lty = 2)
## End(Not run)[＃（不执行）]
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
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发表于 2012-10-1 15:37:18
