Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: stats
See also: pdfx cdfx randx

Quantlet: qfx
Description: evaluates extreme value and generalized Pareto quantile function for elements of a vector.

Usage: r = qfx (dist, q, shape)
Input:
dist name of distribution: "ev", "ev0", "ev1", "ev2", "gp", "gp0", "gp1" or "gp2"
x vector
shape shape parameter
Output:
r vector

Example:

library("finance")

qfx("ev0", 0.5)

Result:

0.36651


Library: stats
See also: pdfx cdfx randx

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Michael Thomas 990503
(C) MD*TECH Method and Data Technologies, 21.9.2000