| 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 | |
library("finance")
qfx("ev0", 0.5)
0.36651
| Library: | stats |
| See also: | pdfx cdfx randx |