GenExtremeValue: The Generalized Extreme Value Distribution

In brms: Bayesian Regression Models using 'Stan'

The Generalized Extreme Value Distribution

Description

Density, distribution function, and random generation for the generalized extreme value distribution with location mu, scale sigma and shape xi.

Usage

dgen_extreme_value(x, mu = 0, sigma = 1, xi = 0, log = FALSE)

pgen_extreme_value(
  q,
  mu = 0,
  sigma = 1,
  xi = 0,
  lower.tail = TRUE,
  log.p = FALSE
)

qgen_extreme_value(
  p,
  mu = 0,
  sigma = 1,
  xi = 0,
  lower.tail = TRUE,
  log.p = FALSE
)

rgen_extreme_value(n, mu = 0, sigma = 1, xi = 0)

Arguments

x, q	Vector of quantiles.
mu	Vector of locations.
sigma	Vector of scales.
xi	Vector of shapes.
log	Logical; If TRUE, values are returned on the log scale.
lower.tail	Logical; If TRUE (default), return P(X <= x). Else, return P(X > x) .
log.p	Logical; If TRUE, values are returned on the log scale.
p	Vector of probabilities.
n	Number of draws to sample from the distribution.

Details

See vignette("brms_families") for details on the parameterization.

brms documentation built on Sept. 23, 2024, 5:08 p.m.