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GeneralizedParetoDistribution Constructor (Double, Double, Double)
Initializes a new instance of the GeneralizedParetoDistribution class.

Namespace:  Accord.Statistics.Distributions.Univariate
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax
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public GeneralizedParetoDistribution(
	[RealAttribute(-1.79769313486232E+308, 1.79769313486232E+308)][DefaultValueAttribute(0)] double location,
	[PositiveAttribute(4.94065645841247E-324, 1.79769313486232E+308)] double scale,
	[RealAttribute(-1.79769313486232E+308, 1.79769313486232E+308)][DefaultValueAttribute(0)] double shape
)
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Parameters

location
Type: SystemDouble
The location parameter μ (mu). Default is 0.
scale
Type: SystemDouble
The scale parameter σ (sigma). Must be > 0. Default is 1.
shape
Type: SystemDouble
The shape parameter ξ (Xi). Default is 2.
See Also