Gumbel {QRMlib}R Documentation

Gumbel Distribution

Description

Density, quantiles, and cumulative probability of the Gumbel distribution. The standard Gumbel has mu value of 0 and sigma value of 1.

Usage

dGumbel(x, mu=0, sigma=1, logvalue=FALSE) 
qGumbel(p, mu=0, sigma=1) 
pGumbel(q, mu=0, sigma=1)
rGumbel(n, mu=0, sigma=1)

Arguments

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

{ number of values to simulate for random Gumbel }

Value

Probability (pGumbel), quantile (qGumbel), density (dGumbel) and random vector (rGumbel) for the Gumbel distribution with location parameter mu and scale parameter sigma.

Examples

#Simulate 1000 Gumbel variates:
rGumbelSim <- rGumbel(1000, 1.0, 2.5);
#Compare cdf of GEV to that of Gumbel when xi = 0 with location parameter 1 and scale 2.5
quantValue <- 4.5;
pG <- pGEV(q=quantValue, xi=0, mu=1.0, sigma=2.5) 
pg <- pGumbel(q=quantValue, mu=1.0, sigma=2.5);

[Package QRMlib version 1.4.4 Index]