dgev {texmex} | R Documentation |
Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution
Description
Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution
Usage
dgev(x, mu, sigma, xi, log.d = FALSE)
pgev(q, mu, sigma, xi, lower.tail = TRUE, log.p = FALSE)
qgev(p, mu, sigma, xi, lower.tail = TRUE, log.p = FALSE)
rgev(n, mu, sigma, xi)
Arguments
x , q , p |
Value, quantile or probability respectively. |
mu |
Location parameter. |
sigma |
Scale parameter. |
xi |
Shape parameter. |
log.d , log.p |
Whether or not to work on the log scale. |
lower.tail |
Whether to return the lower tail. |
n |
Number of random numbers to simulate. |
Details
Random number generation is done as a transformation of the Gumbel distribution; Gumbel random variates are generated as the negative logarithm of standard exponentials.
Author(s)
Harry Southworth
Examples
x <- rgev(1000, mu=0, sigma=1, xi=.5)
hist(x)
x <- rgev(1000, mu=0, sigma=exp(rnorm(1000, 1, .25)), xi=rnorm(1000, .5, .2))
hist(x)
plot(pgev(x, mu=0, sigma=1, xi=.5))
[Package texmex version 2.4.9 Index]