gev: Generalized extreme value distribution

In GEVcdn: GEV Conditional Density Estimation Network

Description

Generalized extreme value density, distribution, quantile, and random variate functions.

Usage

dgev(x, location = 0, scale = 1, shape = 0, log = FALSE,
    tolshape0 = sqrt(.Machine$double.eps))
pgev(q, location = 0, scale = 1, shape = 0, lower.tail = TRUE,
     log.p = FALSE)
qgev(p, location = 0, scale = 1, shape = 0, lower.tail = TRUE,
     log.p = FALSE)
rgev(n, location = 0, scale = 1, shape = 0)

dgumbel(x, location = 0, scale = 1, log = FALSE)
pgumbel(q, location = 0, scale = 1, lower.tail = TRUE, log.p = FALSE)
qgumbel(p, location = 0, scale = 1, lower.tail = TRUE, log.p = FALSE)
rgumbel(n, location = 0, scale = 1)

is.Numeric(x, length.arg = Inf, integer.valued = FALSE,
    positive = FALSE)

Arguments

x, q	vector of quantiles.
p	vector of probabilities.
n	number of observations.
location	the location parameter mu.
scale	the (positive) scale parameter sigma. Must consist of positive values.
shape	the shape parameter xi.
log	Logical.
lower.tail, log.p	Logical.
tolshape0	Positive numeric. Threshold/tolerance value for resting whether xi is zero. If the absolute value of the estimate of xi is less than this value then it will be assumed zero and a Gumbel distribution will be used.
length.arg, integer.valued, positive	Arguments of internally called is.Numeric function.

GEVcdn documentation built on April 24, 2020, 9:05 a.m.