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 P[X <= x],otherwise, P[X > x]. |
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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