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Probabilities.GenParetoCDFInv Function
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Generalized Pareto distribution point percent function (PPF).

Pascal
function GenParetoCDFInv(p: double; k: double; Mu: double; sigma: double): double; overload;
File
Parameters
Parameters 
Description 
p 
Probability, real positive value on closed interval [0,1]. 
k 
Defines distribution shape parameter, real value. 
Mu 
Defines distribution location parameter, real value. 
sigma 
Defines distribution scale parameter, positive real value. 
Returns

the Generalized extreme value distribution point percent function (PPF) for probability y using the parameters k, Mu and sigma.

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