Generalized Extreme Value Distribution {SpatialExtremes} | R Documentation |
Density, distribution function, quantile function and random generation for the GP distribution with location equal to 'loc', scale equal to 'scale' and shape equal to 'shape'.
rgev(n, loc = 0, scale = 1, shape = 0) pgev(q, loc = 0, scale = 1, shape = 0, lower.tail = TRUE) qgev(p, loc = 0, scale = 1, shape = 0, lower.tail = TRUE) dgev(x, loc = 0, scale = 1, shape = 0, log = FALSE)
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. |
loc |
vector of the location parameters. |
scale |
vector of the scale parameters. |
shape |
a numeric of the shape parameter. |
lower.tail |
logical; if TRUE (default), probabilities are Pr[ X <= x], otherwise, Pr[X > x]. |
log |
logical; if TRUE, probabilities p are given as log(p). |
If 'loc', 'scale' and 'shape' are not specified they assume the default
values of '0', '1' and '0', respectively.
The GEV distribution function for loc = u, scale =
sigma and shape = xi is
G(z) = exp[-{1 + xi (x - u) / sigma}^(-1/xi)]
for 1 + xi (x - u) / sigma > 0 and x > u, where sigma > 0. If xi = 0, the distribution is defined by continuity corresponding to the Gumbel distribution.
dgev(0.1) rgev(100, 1, 2, 0.2) qgev(seq(0.1, 0.9, 0.1), 1, 0.5, -0.2) pgev(12.6, 2, 0.5, 0.1)