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Compute the support of the BGEV distribution

Source: R/bgev_domain.R
bgev_support.Rd

Returns the lower and upper limits of the support of the BGEV distribution

Usage

bgev_support(mu = 1, sigma = 1, xi = 0.3, delta = 2)

Arguments

mu

location parameter

sigma

scale parameter (sigma > 0)

xi

shape parameter in R

delta

shape parameter (delta > -1)

Value

A vector of length 2 with the lower and upper limits of the support

Details

It returns values with -Inf or Inf when the support is unbounded. When the shape parameter xi is different from zero, the support is truncated either at the left or at the right side of the real. Considering the support is particularly useful to estimating moments and to compute the likelihood function.

Author

Thiago do Rego Sousa