/usr/include/openturns/swig/GeneralizedPareto_doc.i is in libopenturns-dev 1.7-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 | %feature("docstring") OT::GeneralizedPareto
"Generalized Pareto distribution.
Available constructors:
GeneralizedPareto(*sigma=1.0, xi=0.*)
Parameters
----------
sigma : float, :math:`\\\\sigma > 0`
Scale parameter :math:`\\\\sigma`.
xi : float
Shape parameter :math:`\\\\xi`.
Notes
-----
Its cumulative distribution function is defined as:
.. math::
F_X(x) = \\\\left\\\\{\\\\begin{array}{ll}
\\\\displaystyle 1 - \\\\left[1 + \\\\xi \\\\frac{x}{\\\\sigma}\\\\right]^{-1/\\\\xi}
& \\\\text{ if } \\\\xi \\\\neq 0 \\\\\\\\
\\\\displaystyle 1 - \\\\exp\\\\left(-\\\\frac{x}{\\\\sigma}\\\\right)
& \\\\text{ if } \\\\xi = 0
\\\\end{array}\\\\right.,
\\\\quad x \\\\in [0; +\\\\infty[
with :math:`\\\\sigma > 0` and :math:`\\\\xi \\\\in \\\\Rset`.
Its first moments are:
.. math::
:nowrap:
\\\\begin{eqnarray*}
\\\\Expect{X} & = & \\\\frac{\\\\sigma}{1 - \\\\xi}
\\\\quad \\\\text{ if } \\\\xi < 1 \\\\\\\\
\\\\Var{X} & = & \\\\frac{\\\\sigma^2}{(1 - 2 \\\\xi) (1 - \\\\xi)^2}
\\\\quad \\\\text{ if } \\\\xi < \\\\frac{1}{2}
\\\\end{eqnarray*}
Examples
--------
Create a distribution:
>>> import openturns as ot
>>> distribution = ot.GeneralizedPareto(1., 0.)
Draw a sample:
>>> sample = distribution.getSample(10)"
// ---------------------------------------------------------------------
%feature("docstring") OT::GeneralizedPareto::getSigma
"Accessor to the distribution's scale parameter :math:`\\\\sigma`.
Returns
-------
sigma : float
Scale parameter :math:`\\\\sigma`."
// ---------------------------------------------------------------------
%feature("docstring") OT::GeneralizedPareto::getXi
"Accessor to the distribution's shape parameter :math:`\\\\xi`.
Returns
-------
xi : float
Shape parameter :math:`\\\\xi`."
// ---------------------------------------------------------------------
%feature("docstring") OT::GeneralizedPareto::setSigma
"Accessor to the distribution's scale parameter :math:`\\\\sigma`.
Parameters
----------
sigma : float, :math:`\\\\sigma > 0`
Scale parameter :math:`\\\\sigma`."
// ---------------------------------------------------------------------
%feature("docstring") OT::GeneralizedPareto::setXi
"Accessor to the distribution's shape parameter :math:`\\\\xi`.
Parameters
----------
xi : float, :math:`\\\\xi \\\\in \\\\Rset`
Shape parameter :math:`\\\\xi`."
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