udgumbel {Runuran} | R Documentation |
UNU.RAN object for Gumbel distribution
Description
Create UNU.RAN object for a Gumbel (Extreme value type I) distribution
location parameter location
and scale parameter scale
.
[Distribution] – Gumbel (Extreme value type I).
Usage
udgumbel(location=0, scale=1, lb=-Inf, ub=Inf)
Arguments
location |
location parameter. |
scale |
(strictly positive) scale parameter. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
Details
The Gumbel distribution function with location and
scale
is
for all .
The domain of the distribution can be truncated to the
interval (lb
,ub
).
Value
An object of class "unuran.cont"
.
Author(s)
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
References
N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 22, p. 2.
See Also
Examples
## Create distribution object for Gumbel distribution
distr <- udgumbel()
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)
[Package Runuran version 0.38 Index]