GenExtremeValue: The Generalized Extreme Value Distribution

GenExtremeValueR Documentation

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
)

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.

n

Number of draws to sample from the distribution.

Details

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


brms documentation built on Sept. 19, 2022, 5:06 p.m.