R: Generalized Extreme Value Distribution

Generalized Extreme Value {rmutil} | R Documentation

## Generalized Extreme Value Distribution

### Description

These functions provide information about the generalized extreme value distribution with location parameter equal to `m`, dispersion equal to `s`, and family parameter equal to `f`: density, cumulative distribution, quantiles, log hazard, and random generation.

The generalized extreme value distribution has density

f(y) = y^(f-1) exp(y^f/f) (s/m) (exp(y^f/f)/m)^(s-1) exp(-(exp(y^f/f)/m)^s)/(1-I(f>0)+sign(f) exp(-m^-s))

where m is the location parameter of the distribution, s is the dispersion, f is the family parameter, I() is the indicator function, and y>0.

f=1 a truncated extreme value distribution.

### Usage

    dgextval(y, s, m, f, log=FALSE)
    pgextval(q, s, m, f)
    qgextval(p, s, m, f)
    rgextval(n, s, m, f)

### Arguments

`y` | vector of responses.
`q` | vector of quantiles.
`p` | vector of probabilities
`n` | number of values to generate
`m` | vector of location parameters.
`s` | vector of dispersion parameters.
`f` | vector of family parameters.
`log` | if TRUE, log probabilities are supplied.

### Author(s)

J.K. Lindsey

### See Also

`dweibull` for the Weibull distribution.

### Examples

    dgextval(1, 2, 1, 2)
    pgextval(1, 2, 1, 2)
    qgextval(0.82, 2, 1, 2)
    rgextval(10, 2, 1, 2)

[Package rmutil version 1.1.3 Index]