hgextval {event}

Log Hazard Function for an Extreme Value Process

Description

These functions provide information about the generalized extreme value distribution with location parameter equal to m, dispersion equal to s, and family parameter equal to f:log hazard. (See 'rmutil' for the d/p/q/r boxcox functions density, cumulative distribution, quantiles, and random generation).

The generalized extreme value distribution has density

f(y) = y^{\nu-1} \exp(y^\nu/\nu) \frac{\sigma}{\mu} \frac{\exp(y^\nu/\nu)}{\mu^{\sigma-1}/(1-I(\nu>0)+sign(\nu) exp(-\mu^-\sigma))}\exp(-(\exp(y^\nu\nu)/\mu)^\sigma)

where \mu is the location parameter of the distribution, \sigma is the dispersion, \nu is the family parameter, I() is the indicator function, and y>0.

\nu=1 a truncated extreme value distribution.

Usage

hgextval(y, s, m, f)

Arguments

y

vector of responses.

m

vector of location parameters.

s

vector of dispersion parameters.

f

vector of family parameters.

Author(s)

J.K. Lindsey

See Also

dweibull for the Weibull distribution.

Examples

hgextval(1, 2, 1, 2)