Gumbel: Gumbel Distribution

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

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)

Example output

Loading required package: gsl
Loading required package: Matrix
Loading required package: mvtnorm
Loading required package: numDeriv
Loading required package: timeSeries
Loading required package: timeDate

Attaching package: 'QRM'

The following object is masked from 'package:base':

    lbeta

[1] 0.7814556

QRM documentation built on April 14, 2020, 6:49 p.m.