dgev {evir}R Documentation

Generalized Extreme Value Distribution

Description

Cumulative probability, quantiles, density and random generation from the generalized extreme value distribution.

Usage

pgev(q, xi = 1, mu = 0, sigma = 1) 
qgev(p, xi = 1, mu = 0, sigma = 1) 
dgev(x, xi = 1, mu = 0, sigma = 1) 
rgev(n, xi = 1, mu = 0, sigma = 1)

Arguments

q vector of quantiles
p vector of probabilities
x vector of values at which to evaluate density
n sample size
xi shape parameter
mu location parameter
sigma scale parameter

Value

Probability (pgev), quantile (qgev), density (dgev) or random sample (rgev) for the GEV distribution with shape xi.

See Also

dgpd, gev


[Package evir version 1.6 Index]