Gumbel {QRMlib}R Documentation

Gumbel Distribution

Description

Density, quantiles, and cumulative probability of the Gumbel distribution.

Usage

dGumbel(x, logvalue=FALSE) 
qGumbel(p) 
pGumbel(q)

Arguments

x vector of values at which to evaluate density
q vector of quantiles
p vector of probabilities
logvalue whether or not log values of density should be returned (useful for ML)

Value

Probability (pGumbel), quantile (qGumbel) and density (dGumbel) for the Gumbel distribution with shape xi.

Examples

## Not run: 
#If the shape parameter of the GEV is xi=0, then the distribution collapses to
#the Gumbel with parameters properly scaled:
x <- 2.5; mu <- 1.0; sigma = 2.5;
xx = x - mu/sigma;
if(xi == 0) dGEVvalue <- dGumbel(xx, logvalue=TRUE) - log(sigma);
## End(Not run)

[Package QRMlib version 1.4 Index]