R/pgevd.R

In EnvStats: Package for Environmental Statistics, Including US EPA Guidance

pgevd <-
function (q, location = 0, scale = 1, shape = 0)
{
    names.q <- names(q)
    arg.mat <- cbind.no.warn(q = as.vector(q), location = as.vector(location),
        scale = as.vector(scale), shape = as.vector(shape))
    na.index <- is_na_matrix(arg.mat)
    if (all(na.index))
        p <- rep(NA, nrow(arg.mat))
    else {
        p <- numeric(nrow(arg.mat))
        p[na.index] <- NA
        p.no.na <- p[!na.index]
        for (i in c("q", "location", "scale", "shape")) assign(i,
            arg.mat[!na.index, i])
        if (any(scale < .Machine$double.eps))
            stop("All values of 'scale' must be positive.")
        z <- (q - location)/scale
        shape.eq.0 <- shape == 0
        if (any(shape.eq.0))
            p.no.na[shape.eq.0] <- exp(-exp(-z[shape.eq.0]))
        shape.gt.0 <- shape > 0
        if (any(shape.gt.0)) {
            z.out <- z > 1/shape
            p.no.na[shape.gt.0 & z.out] <- 1
            index <- shape.gt.0 & !z.out
            if (any(index))
                p.no.na[index] <- exp(-(1 - shape[index] * z[index])^(1/shape[index]))
        }
        shape.lt.0 <- shape < 0
        if (any(shape.lt.0)) {
            z.out <- z < 1/shape
            p.no.na[shape.lt.0 & z.out] <- 0
            index <- shape.lt.0 & !z.out
            if (any(index))
                p.no.na[index] <- exp(-(1 - shape[index] * z[index])^(1/shape[index]))
        }
        p[!na.index] <- p.no.na
    }
    if (!is.null(names.q))
        names(p) <- rep(names.q, length = length(p))
    else names(p) <- NULL
    p
}