Gumbel {boodist}

Gumbel distribution

Description

A R6 class to represent a Gumbel distribution.

Details

See Wikipedia.

Active bindings

a

Get or set the value of a.

b

Get or set the value of b.

Methods

Public methods

• Gumbel$new()

• Gumbel$d()

• Gumbel$p()

• Gumbel$q()

• Gumbel$r()

• Gumbel$mean()

• Gumbel$median()

• Gumbel$mode()

• Gumbel$sd()

• Gumbel$variance()

• Gumbel$skewness()

• Gumbel$kurtosis()

• Gumbel$kurtosisExcess()

• Gumbel$clone()

Method new()

New Gumbel distribution.

Usage

Gumbel$new(a, b)

Arguments

a

location parameter

b

scale parameter, >0

Returns

A Gumbel object.

Method d()

Density function of the Gumbel distribution.

Usage

Gumbel$d(x, log = FALSE)

Arguments

x

numeric vector

log

Boolean, whether to return the logarithm of the density

Returns

The density or the log-density evaluated at x.

Method p()

Cumulative distribution function of the Gumbel distribution.

Usage

Gumbel$p(q, lower = TRUE)

Arguments

q

numeric vector of quantiles

lower

Boolean, whether to deal with the lower tail

Returns

The cumulative probabilities corresponding to q.

Method q()

Quantile function of the Gumbel distribution.

Usage

Gumbel$q(p, lower = TRUE)

Arguments

p

numeric vector of probabilities

lower

Boolean, whether to deal with the lower tail

Returns

The quantiles corresponding to p.

Method r()

Sampling from the Gumbel distribution.

Usage

Gumbel$r(n)

Arguments

n

number of simulations

Returns

A numeric vector of length n.

Method mean()

Mean of the Gumbel distribution.

Usage

Gumbel$mean()

Returns

The mean of the Gumbel distribution.

Method median()

Median of the Gumbel distribution.

Usage

Gumbel$median()

Returns

The median of the Gumbel distribution.

Method mode()

Mode of the Gumbel distribution.

Usage

Gumbel$mode()

Returns

The mode of the Gumbel distribution.

Method sd()

Standard deviation of the Gumbel distribution.

Usage

Gumbel$sd()

Returns

The standard deviation of the Gumbel distribution.

Method variance()

Variance of the Gumbel distribution.

Usage

Gumbel$variance()

Returns

The variance of the Gumbel distribution.

Method skewness()

Skewness of the Gumbel distribution.

Usage

Gumbel$skewness()

Returns

The skewness of the Gumbel distribution.

Method kurtosis()

Kurtosis of the Gumbel distribution.

Usage

Gumbel$kurtosis()

Returns

The kurtosis of the Gumbel distribution.

Method kurtosisExcess()

Kurtosis excess of the Gumbel distribution.

Usage

Gumbel$kurtosisExcess()

Returns

The kurtosis excess of the Gumbel distribution.

Method clone()

The objects of this class are cloneable with this method.

Usage

Gumbel$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.