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

Syntax
C#
Visual Basic
public static double GenParetoCDFInv(double p, double k, double Mu, double sigma);
Parameters
Parameters 
Description 
double p 
Probability, real positive value on closed interval [0,1]. 
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 extreme value distribution point percent function (PPF) for probability y using the parameters k, Mu and sigma.

See Also
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