Density, distribution function, quantile function and random generation for the generalized extreme value distribution (for maxima) with shape, scale, and location parameters equal to `shape`

, `scale`

, and `location`

, respectively.

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`x,q` |
vector of quantiles. |

`p` |
vector of probabilities. |

`n` |
number of observations. |

`shape` |
shape parameter. |

`scale` |
scale parameter. |

`location` |
location parameter. |

`log,log.p` |
logical; if TRUE, probabilities p are given as log(p). |

`lower.tail` |
logical; if TRUE (default), probabilities are |

If *X* is a random variable distributed according to a generalized extreme value distribution, it has density

f(x) = 1/scale*(1+shape*((x-location)/scale))^(-1/shape-1)*exp(-(1+shape*((x-location)/scale))^(-1/shape))

`dgev`

gives the density, `pgev`

gives the distribution function, `qgev`

gives the quantile function, and `rgev`

generates random deviates.

Coles, S. (2001) An introduction to statistical modeling of extreme values. Springer

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