gev_cdf: Generalized Extreme Value (GEV) link CDF

View source: R/link_cdfs.R

gev_cdfR Documentation

Generalized Extreme Value (GEV) link CDF

Description

F(x; xi) = exp(-(1 + xi * x)^(-1/xi))

Usage

gev_cdf(x, xi)

Arguments

x

Numeric vector

xi

Shape parameter

Details

Special cases:

  • xi = 0: Gumbel (equals loglog)

  • xi < 0: Weibull (bounded above)

  • xi > 0: Frechet (heavy tail)

Reference: Wang & Dey (2011)

Value

CDF values


clmstan documentation built on June 29, 2026, 5:06 p.m.