fsml_gpd_pdf Interface

public interface fsml_gpd_pdf

Probability density function for generalised pareto distribution. where is a shape parameter (xi), is the scale parameter (sigma), (mu) is the location (not mean).

Calls

interface~~fsml_gpd_pdf~~CallsGraph interface~fsml_gpd_pdf fsml_gpd_pdf proc~f_dst_gpd_pdf f_dst_gpd_pdf interface~fsml_gpd_pdf->proc~f_dst_gpd_pdf proc~f_dst_gpd_pdf_core f_dst_gpd_pdf_core proc~f_dst_gpd_pdf->proc~f_dst_gpd_pdf_core proc~f_utl_assign_nan f_utl_assign_nan proc~f_dst_gpd_pdf->proc~f_utl_assign_nan proc~s_err_print s_err_print proc~f_dst_gpd_pdf->proc~s_err_print

Module Procedures

public impure function f_dst_gpd_pdf(x, xi, mu, sigma) result(fx)

Impure wrapper function for f_dst_gpd_pdf_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)

Return Value real(kind=wp)