fsml_gpd_cdf Interface

public interface fsml_gpd_cdf

Cumulative distribution function for generalised pareto distribution.

Calls

interface~~fsml_gpd_cdf~~CallsGraph interface~fsml_gpd_cdf fsml_gpd_cdf proc~f_dst_gpd_cdf f_dst_gpd_cdf interface~fsml_gpd_cdf->proc~f_dst_gpd_cdf proc~f_dst_gpd_cdf_core f_dst_gpd_cdf_core proc~f_dst_gpd_cdf->proc~f_dst_gpd_cdf_core proc~s_err_print s_err_print proc~f_dst_gpd_cdf->proc~s_err_print proc~f_utl_r2c f_utl_r2c proc~s_err_print->proc~f_utl_r2c

Module Procedures

public impure function f_dst_gpd_cdf(x, xi, mu, sigma, tail) result(p)

Impure wrapper function for f_dst_gpd_cdf_core. Handles optional arguments and invalid values for arguments.

Arguments

Type IntentOptional Attributes Name
real(kind=wp), intent(in) :: x

sample position
real(kind=wp), intent(in) :: xi

distribution shape parameter
real(kind=wp), intent(in), optional :: mu

distribution location
real(kind=wp), intent(in), optional :: sigma

distribution dispersion/scale (must be positive)
character(len=*), intent(in), optional :: tail

tail options

Return Value real(kind=wp)

returned probability integral