GEV-class | R Documentation |
[borrowed from evd]:
The GEV distribution function with parameters loc
= a
,
scale
= b
, shape
= s
is
G(x) = exp[-{1+s(z-a)/b}^(-1/s)]
for 1+s(z-a)/b > 0
, where b > 0
. If s = 0
the distribution is
defined by continuity and gives the Gumbel distribution.
If 1+s(z-a)/b \leq 0
, the value z
is either
greater than the upper end point (if s < 0
), or less than the lower end
point (if s > 0
).
Objects can be created by calls of the form new("GEV", loc, scale,shape)
.
More frequently they are created via the generating function
GEV
.
img
Object of class "Reals"
.
param
Object of class "GEVParameter"
.
r
rgpd
d
dgpd
p
pgpd
, but vectorized and with special treatment of
arguments lower.tail
and log.p
q
qgpd
, but vectorized and with special treatment of
arguments lower.tail
and log.p
gaps
(numeric) matrix or NULL
.withArith
logical: used internally to issue warnings as to interpretation of arithmetics
.withSim
logical: used internally to issue warnings as to accuracy
.logExact
logical: used internally to flag the case where there are explicit formulae for the log version of density, cdf, and quantile function
.lowerExact
logical: used internally to flag the case where there are explicit formulae for the lower tail version of cdf and quantile function
Class "AbscontDistribution"
, directly.
Class "UnivariateDistribution"
, by class "AbscontDistribution"
.
Class "Distribution"
, by class "AbscontDistribution"
.
signature(.Object = "GEV")
: initialize method.
signature(object = "GEV")
: wrapped access method for
slot shape
of slot param
.
signature(object = "GEV")
: wrapped access method for
slot loc
of slot param
.
signature(object = "GEV")
: alias to loc
,
to support argument naming of package VGAM.
signature(x = "GEV")
: wrapped access method for
slot scale
of slot param
.
signature(object = "GEV")
: wrapped replace method for
slot shape
of slot param
.
signature(object = "GEV")
: wrapped replace method for
slot loc
of slot param
.
signature(object = "GEV")
: alias to loc<-
,
to support argument naming of package VGAM.
signature(x = "GEV")
: wrapped replace method for
slot scale
of slot param
.
signature(e1 = "GEV", e2 = "numeric")
: exact method
for this transformation — stays within this class.
signature(e1 = "GEV", e2 = "numeric")
: exact method
for this transformation — stays within this class if e2>0
.
signature(object = "GEV", fun = "missing", cond = "missing")
:
exact evaluation using explicit expressions.
signature(signature(x = "GEV")
:
exact evaluation using explicit expressions.
signature(signature(x = "GEV")
:
exact evaluation using explicit expressions.
signature(signature(x = "GEV")
:
exact evaluation using explicit expressions.
signature(signature(x = "GEV")
:
exact evaluation using explicit expressions.
signature(signature(x = "GEV")
:
exact evaluation using explicit expressions.
signature(object = "GEV", x = "numeric")
:
checks if x
lies in the support of the respective distribution.
This class is based on the code provided by the package evd by A. G. Stephenson.
Nataliya Horbenko nhorbenko@gmail.com
Pickands, J. (1975) Statistical inference using extreme order statistics. _Annals of Statistics_, *3*, 119-131.
dgpd
, AbscontDistribution-class
(P1 <- new("GEV", loc = 0, scale = 1,shape = 0))
plot(P1)
shape(P1)
loc(P1)
scale(P1) <- 4
loc(P1) <- 2
shape(P1) <- -1 # may be negative!
plot(P1)
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