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

Macro: 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, 17.8.2000