GEV {QRMlib} | R Documentation |
Cumulative probability, quantiles, density and random generation from the generalized extreme value distribution.
pGEV(q, xi, mu=0, sigma=1) qGEV(p, xi, mu=0, sigma=1) dGEV(x, xi, mu=0, sigma=1, logvalue=FALSE) rGEV(n, xi, mu=0, sigma=1)
x |
vector of values at which to evaluate density |
q |
vector of quantiles |
p |
vector of probabilities |
n |
sample size |
xi |
shape parameter |
mu |
location parameter |
sigma |
scale parameter |
logvalue |
whether or not log values of density should be returned (useful for ML) |
Probability (pGEV), quantile (qGEV), density (dGEV) or random sample (rGEV) for the GEV distribution with shape xi (with location parameter mu and location parameter sigma)
## Not run: #Build a loglikelihood function for MLE which can be called from optim() in fit.GEV() negloglik <- function(theta) { -sum(dGEV(excesses.nl,theta[1],abs(theta[2]),logvalue=TRUE)); } ## End(Not run)