GPD endpoint — GPD_endpoint • ExtremeCI

GPD endpoint

Usage

GPD_endpoint(
  threshold = 0,
  scale = 1,
  shape,
  ...,
  endpoint_type = c("unrestricted", "upper")
)

Arguments

threshold: GPD threshold value.
scale: Scale parameter.
shape: Shape parameter.
...: Other optional parameters for the internal endpoint function (Unused).
endpoint_type: Whether to compute the upper endpoint (returns Inf if shape>=0), or the unrestricted endpoint (returns the lower GPD endpoint if shape>=0).

Value

The endpoint of the specified GPD distribution.

Examples

GPD_endpoint(threshold=0, scale=1, shape=-0.1, endpoint_type='upper')
#> [1] 10