udgumbel: UNU.RAN object for Gumbel distribution
In Runuran: R Interface to the UNU.RAN Random Variate Generators

Description Usage Arguments Details Value Author(s) References See Also Examples

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).

1	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(-(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 [email protected].

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)