Gumbel {QRMlib} | R Documentation |
Density, quantiles, and cumulative probability of the Gumbel distribution. The standard Gumbel has mu value of 0 and sigma value of 1.
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)
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 }
Probability (pGumbel), quantile (qGumbel), density (dGumbel) and random vector (rGumbel) for the Gumbel distribution with location parameter mu and scale parameter sigma.
#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);