Gumbel {QRMlib} | R Documentation |
Density, quantiles, and cumulative probability of the Gumbel distribution.
dGumbel(x, logvalue=FALSE) qGumbel(p) pGumbel(q)
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) |
Probability (pGumbel), quantile (qGumbel) and density (dGumbel) for the Gumbel distribution with shape xi.
## 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)