[R] CDF for pareto distribution
vincent.goulet at act.ulaval.ca
Wed Jul 11 16:46:10 CEST 2007
Le 07-07-11 à 10:01, livia a écrit :
> Hi, thank you very much for your reply. The function pgpd() is from
> 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
The documentation of POT states that the scale parameter must be
positive. You seem right about the shape parameter, though; POT uses
a different parametrization from the one I'm used to.
The problem with
> x <- seq(1.6, 3, 0.1)
> lines(x,pgpd(x, 1.544,0.4477557,-0.50113), col="red")
is that lines() must be used to add to an already existing graphic.
For a new plot, use
> x <- seq(1.6, 3, 0.1)
> plot(x,pgpd(x, 1.544,0.4477557,-0.50113), col="red")
which works just fine here.
We cannot help you more if you do not give a *reproducible* example
of what is going wrong.
If you have issues with the pgpd() function, you should contact the
maintainer of package POT, as the Posting Guide asks.
> 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
>>> 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
>>> Many thanks.
>> 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-
>> 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
>> R-help at stat.math.ethz.ch mailing list
>> PLEASE do read the posting guide
>> and provide commented, minimal, self-contained, reproducible code.
> View this message in context: http://www.nabble.com/CDF-for-pareto-
> Sent from the R help mailing list archive at Nabble.com.
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-
> and provide commented, minimal, self-contained, reproducible code.
More information about the R-help