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)
#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);