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: randx qfx pdfx

Quantlet: cdfx
Description: cdfx returns the value of the extreme value and generalized Pareto distribution functions for elements of a vector.

Usage: r = cdfx(dist, x, 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("stats")

cdfx("ev0", 1.7)

Result:

0.83303


Library: stats
See also: randx qfx pdfx

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