bgev.support {bgev}

Support of the bimodal GEV distribution

Description

When the shape parameter xi is different from zero, the support is truncated either at the left or at the right side of the real. Considering the support is particularly useful to estimating momoments and to compute the likelihood function.

Usage

bgev.support(mu, sigma, xi, delta)

Arguments

mu

location parameter

sigma

shape parameter

xi

shape parameter

delta

bimodality parameter

Value

It returns a vector representing the interval for which the density function is not null.

Note

The Support of the bimodal GEV distribution is given by the following equation:

\begin{cases} x \in \mathbb {R} : x \geq \mathbf{sng} \left(-\frac{\sigma}{\xi}\right) | \frac{\sigma}{\xi}| ^{\frac{1}{\delta+1}}+\mu, & \xi \neq 0 \\ x \in \mathbb {R}, & \xi =0. \end{cases}

Author(s)

Cira Otiniano Author [aut], Yasmin Lirio Author [aut], Thiago Sousa Developer [cre]

References

Otiniano, Cira EG, et al. (2023). A bimodal model for extremes data. Environmental and Ecological Statistics, 1-28. http://dx.doi.org/10.1007/s10651-023-00566-7

Examples

# Computes the support of a specific bimodal GEV distribution
support = bgev.support(mu=1, sigma=10, xi=0.3, delta=2)