ExtrVal {DescTools} R Documentation

## Distributions of Maxima and Minima

### Description

Density function, distribution function, quantile function and random generation for the maximum/minimum of a given number of independent variables from a specified distribution.

### Usage

dExtrVal(x, densfun, distnfun, ..., distn, mlen = 1, largest = TRUE,
log = FALSE)
pExtrVal(q, distnfun, ..., distn, mlen = 1, largest = TRUE,
lower.tail = TRUE)
qExtrVal(p, quantfun, ..., distn, mlen = 1, largest = TRUE,
lower.tail = TRUE)
rExtrVal(n, quantfun, ..., distn, mlen = 1, largest = TRUE)


### Arguments

 x, q Vector of quantiles. p Vector of probabilities. n Number of observations. densfun, distnfun, quantfun Density, distribution and quantile function of the specified distribution. The density function must have a log argument (a simple wrapper can always be constructed to achieve this). ... Parameters of the specified distribution. distn A character string, optionally given as an alternative to densfun, distnfun and quantfun such that the density, distribution and quantile functions are formed upon the addition of the prefixes d, p and q respectively. mlen The number of independent variables. largest Logical; if TRUE (default) use maxima, otherwise minima. log Logical; if TRUE, the log density is returned. lower.tail Logical; if TRUE (default) probabilities are P[X <= x], otherwise P[X > x].

### Value

dExtrVal gives the density function, pExtrVal gives the distribution function and qExtrVal gives the quantile function of the maximum/minimum of mlen independent variables from a specified distibution. rExtrVal generates random deviates.

### Author(s)

Alec Stephenson <alec_stephenson@hotmail.com>

rGenExtrVal, rOrder

### Examples

dExtrVal(2:4, dnorm, pnorm, mean = 0.5, sd = 1.2, mlen = 5)
dExtrVal(2:4, distn = "norm", mean = 0.5, sd = 1.2, mlen = 5)
dExtrVal(2:4, distn = "exp", mlen = 2, largest = FALSE)
pExtrVal(2:4, distn = "exp", rate = 1.2, mlen = 2)
qExtrVal(seq(0.9, 0.6, -0.1), distn = "exp", rate = 1.2, mlen = 2)
rExtrVal(5, qgamma, shape = 1, mlen = 10)
p <- (1:9)/10
pexp(qExtrVal(p, distn = "exp", rate = 1.2, mlen = 1), rate = 1.2)
##  0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9


[Package DescTools version 0.99.51 Index]