GPD distribution function of threshold excesses (Coles 2001 eq. 4.2)

See Adgpd for the source.

Usage

Gpdcdf(y, sigma = 1, xi = 0)

Arguments

y

Numeric threshold excesses.

sigma, xi

Scale and shape.

Value

Numeric vector of probabilities.

Examples

Gpdcdf(c(0.5, 1, 2), 1, 0.1)
#> [1] 0.3860867 0.6144567 0.8384944