Pareto {SoPhy}R Documentation

The Pareto Distribution

Description

Density, distribution function, quantile function and random generation for the Pareto distribution with form parameter xi and scale parameter s

Usage

ppareto(q, xi, s=1, lower.tail=TRUE)

dpareto(x, xi, s=1)

qpareto(p, xi, s=1, lower.tail=TRUE)

rpareto(n, xi, s=1)

Arguments

xi form parameter of the Pareto distribution
s scale parameter of the Pareto distribution
lower.tail logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x]
q vector of quantiles
x vector of quantiles
p vector of probabilities
n number of observations. If length(n) > 1, the length is taken to be the number required.

Value

dpareto gives the density, ppareto gives the distribution function, qpareto gives the quantile function, and rpareto generates random deviates.

Author(s)

Martin Schlather, martin.schlather@math.uni-goettingen.de http://www.stochastik.math.uni-goettingen.de/institute

References

Embrechts, P., Klueppelberg, C. and Mikosch, T. (1997) Modelling Extremal Events. Springer: Berlin.


[Package SoPhy version 1.0.34 Index]