Module local_pareto 

The log-affine local Pareto distribution: a local Pareto alpha that rises linearly in the log of the amount (see docs/design/pareto.md).

Structs

LocalParetoApproximation

A piecewise Pareto approximation of a local Pareto distribution, with the largest relative error of its survival function found at the checked points.

LocalParetoConversion

Settings for local_pareto_to_piecewise.

LogAffinePareto

Log-affine local Pareto: above the threshold t the local Pareto alpha is α(x) = α₀ (1 + γ ln(x/t)), so with L = ln(x/t)

Functions

local_pareto_to_piecewise

Converts the local Pareto distribution with local alpha alpha(x) above the threshold t (and P(X > x) = 1 below it) to a piecewise Pareto.