[R] CDF for pareto distribution
livia
yn19832 at msn.com
Wed Jul 11 16:01:46 CEST 2007
Hi, thank you very much for your reply. The function pgpd() is from the
package POT, and the 1.544 is the location parameter, 0.4477557 is the scale
parameter and -0.50113 is the shape parameter, which can be both negtive or
positive.
Vincent Goulet wrote:
>
> Le 07-07-11 à 07:56, livia a écrit :
>
>>
>> Hi, I would like to use the following codes to plot the CDF for pareto
>> distribution. Before doing this, I have plot the emperical one.
>>
>> x <- seq(1.6, 3, 0.1)
>> lines(x,pgpd(x, 1.544,0.4477557,-0.50113), col="red")
>>
>> Could anyone give me some advice whether the above codes are correct?
>>
>> Many thanks.
>
> livia,
>
> You seem to be struggling with the Pareto distribution... The above
> code seems correct, but you do not say where you took the pdpd()
> function from. This makes it harder for us to help you.
>
> In you other message (https://stat.ethz.ch/pipermail/r-help/2007-July/
> 136137.html) you quote a negative scale parameter. The Pareto I know
> has strictly positive shape and scale parameters.
>
> Perhaps can you retry with functions ppareto() or pgenpareto() of
> package actuar.
>
> ---
> Vincent Goulet, Associate Professor
> École d'actuariat
> Université Laval, Québec
> Vincent.Goulet at act.ulaval.ca http://vgoulet.act.ulaval.ca
>
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>
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