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Probabilities.GenParetoCDF Method
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Generalized Pareto cumulative distribution function (CDF).

Syntax
C#
Visual Basic
public static double GenParetoCDF(double x, double k, double Mu, double sigma);
Parameters
Parameters 
Description 
double x 
Distribution domain, real value, if k >= 0 valid on open interval (Mu,Inf), if k < 0, valid if 0 <= (x-Mu)/sigma <= -1/k. 
double k 
Defines distribution shape parameter, real value. 
double Mu 
Defines distribution location parameter, real value. 
double sigma 
Defines distribution scale parameter, positive real value. 
Returns

the Generalized Pareto cumulative distribution function (CDF) for value x using the parameters k, Mu and sigma.

Remarks

Calculates the Generalized Pareto distribution CDF, defined by the equation: 

 

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