ppareto {vulcan} | R Documentation |
Cumulative distribution function of the Pareto distributions ' Gives NA on values < threshold
ppareto(x, threshold = 1, exponent, lower.tail = TRUE)
x |
Data vector, lower threshold, scaling exponent, usual flags |
threshold |
numeric value to define the start of the tail |
exponent |
the exponent obtained from the pareto.fit function |
lower.tail |
logical. If the lower tail of the distribution should be considered. Default is TRUE |
Vector of (log) probabilities
# Estimate the tail of a pospulation normally distributed set.seed(1) x<-rnorm(1000) q95<-as.numeric(quantile(abs(x),0.95)) fit<-pareto.fit(abs(x),threshold=q95) # We can infer the pvalue of a value very much right to the tail of the # distribution value<-5 pvalue<-ppareto(value, threshold=q95, exponent=fit$exponent, lower.tail=FALSE)/20 plot(density(abs(x)),xlim=c(0,value+0.3),main='Pareto fit') arrows(value,0.2,value,0) text(value,0.2,labels=paste0('p=',signif(pvalue,2)))