Generalized Pareto distribution

mpsci.distributions.genpareto.cdf(x, xi, mu=0, sigma=1)

Cumulative distribution function of the generalized Pareto distribution.

mpsci.distributions.genpareto.entropy(xi, mu=0, sigma=1)

Differential entropy of the generalized Pareto distribution.

mpsci.distributions.genpareto.invcdf(p, xi, mu=0, sigma=1)

Inverse of the CDF of the generalized Pareto distribution.

mpsci.distributions.genpareto.invsf(p, xi, mu=0, sigma=1)

Inverse of the survival function of the generalized Pareto distribution.

mpsci.distributions.genpareto.logpdf(x, xi, mu=0, sigma=1)

Natural logarithm of the PDF of the generalized Pareto distribution.

mpsci.distributions.genpareto.mean(xi, mu=0, sigma=1)

Mean of the generalized Pareto distribution.

mpsci.distributions.genpareto.nll(x, xi, mu=0, sigma=1)

Negative log-likelihood function for the generalized Pareto distribution.

mpsci.distributions.genpareto.pdf(x, xi, mu=0, sigma=1)

Probability density function of the generalized Pareto distribution .

mpsci.distributions.genpareto.sf(x, xi, mu=0, sigma=1)

Survival function of the generalized Pareto distribution.

mpsci.distributions.genpareto.support(xi, mu=0, sigma=1)

Support of the generalized Pareto distribution.

mpsci.distributions.genpareto.var(xi, mu=0, sigma=1)

Variance of the generalized Pareto distribution.