gev {GEVcdn}

Generalized extreme value distribution

Description

Generalized extreme value density, distribution, quantile, and random variate functions.

Usage

dgev(x, location = 0, scale = 1, shape = 0, log = FALSE,
    tolshape0 = sqrt(.Machine$double.eps))
pgev(q, location = 0, scale = 1, shape = 0, lower.tail = TRUE,
     log.p = FALSE)
qgev(p, location = 0, scale = 1, shape = 0, lower.tail = TRUE,
     log.p = FALSE)
rgev(n, location = 0, scale = 1, shape = 0)

dgumbel(x, location = 0, scale = 1, log = FALSE)
pgumbel(q, location = 0, scale = 1, lower.tail = TRUE, log.p = FALSE)
qgumbel(p, location = 0, scale = 1, lower.tail = TRUE, log.p = FALSE)
rgumbel(n, location = 0, scale = 1)

is.Numeric(x, length.arg = Inf, integer.valued = FALSE,
    positive = FALSE)

Arguments

x, q

vector of quantiles.

p

vector of probabilities.

n

number of observations.

location

the location parameter mu.

scale

the (positive) scale parameter sigma. Must consist of positive values.

shape

the shape parameter xi.

log

Logical.

lower.tail, log.p

Logical.

tolshape0

Positive numeric. Threshold/tolerance value for resting whether xi is zero. If the absolute value of the estimate of xi is less than this value then it will be assumed zero and a Gumbel distribution will be used.

length.arg, integer.valued, positive

Arguments of internally called is.Numeric function.