pdfgum {lmomco} | R Documentation |
Probability Density Function of the Gumbel Distribution
Description
This function computes the probability density
of the Gumbel distribution given parameters ( and
) computed by
pargum
. The probability density function is
where
where is the nonexceedance probability for quantile
,
is a location parameter, and
is a scale parameter.
Usage
pdfgum(x, para)
Arguments
x |
A real value vector. |
para |
The parameters from |
Value
Probability density () for
.
Author(s)
W.H. Asquith
References
Hosking, J.R.M., 1990, L-moments—Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, v. 52, pp. 105–124.
Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.
Hosking, J.R.M. and Wallis, J.R., 1997, Regional frequency analysis—An approach based on L-moments: Cambridge University Press.
See Also
cdfgum
, quagum
, lmomgum
, pargum
Examples
lmr <- lmoms(c(123,34,4,654,37,78))
gum <- pargum(lmr)
x <- quagum(0.5,gum)
pdfgum(x,gum)