Gumbel: Gumbel Distribution

In QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts

Gumbel Distribution

Description

Density, quantiles, and cumulative probability of the Gumbel distribution. The standard Gumbel has \mu value of 0 and \sigma value of one.

Usage

dGumbel(x, mu = 0, sigma = 1, log = FALSE) 
qGumbel(p, mu = 0, sigma = 1) 
pGumbel(q, mu = 0, sigma = 1)
rGumbel(n, mu = 0, sigma = 1)

Arguments

log	logical, whether log values of density should be returned.
mu	numeric, location parameter.
n	integer, count of random variates.
p	vector, probabilities.
q	vector, quantiles.
sigma	numeric, scale parameter.
x	vector, values to evaluate density.

Value

numeric, probability (pGumbel()), quantile (qGumbel()), density (dGumbel()) or random variates (rGumbel()) for the Gumbel distribution with location parameter \mu and scale parameter \sigma.

Examples

rGumbelSim <- rGumbel(1000, 1.0, 2.5)
quantValue <- 4.5
pGEV(q = quantValue, xi = 0, mu = 1.0, sigma = 2.5) 
pGumbel(q = quantValue, mu = 1.0, sigma = 2.5)

QRM documentation built on April 12, 2025, 1:15 a.m.