Generalized Extreme Value {rmutil} | R Documentation |
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.
dgextval(y, s, m, f, log=FALSE) pgextval(q, s, m, f) qgextval(p, s, m, f) hgextval(y, s, m, f) rgextval(n, s, m, f)
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. |
J.K. Lindsey
dweibull
for the Weibull distribution.
dgextval(1, 2, 1, 2) pgextval(1, 2, 1, 2) qgextval(0.82, 2, 1, 2) rgextval(10, 2, 1, 2)