udgumbel | R Documentation |
Create UNU.RAN object for a Gumbel (Extreme value type I) distribution
location parameter location
and scale parameter scale
.
[Distribution] – Gumbel (Extreme value type I).
udgumbel(location=0, scale=1, lb=-Inf, ub=Inf)
location |
location parameter. |
scale |
(strictly positive) scale parameter. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The Gumbel distribution function with location l
and
scale s
is
F(x) = \exp(-\exp(-\frac{x-l}{s}))
for all x
.
The domain of the distribution can be truncated to the
interval (lb
,ub
).
An object of class "unuran.cont"
.
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 22, p. 2.
unuran.cont
.
## Create distribution object for Gumbel distribution
distr <- udgumbel()
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)
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