GEV | R Documentation |

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.

dgev(x,shape=1,scale=1,location=0,log=FALSE) pgev(q,shape=1,scale=1,location=0,lower.tail=TRUE,log.p=FALSE) qgev(p,shape=1,scale=1,location=0,lower.tail=TRUE,log.p=FALSE) rgev(n,shape=1,scale=1,location=0)

`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

x <- rgev(1000,-.1,3,100) hist(x,freq=FALSE,col='gray',border='white') curve(dgev(x,-.1,3,100),add=TRUE,col='red4',lwd=2)

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.