extreme: Distributions of Maxima and Minima

In evd: Functions for Extreme Value Distributions

Distributions of Maxima and Minima

Description

Density function, distribution function, quantile function and random generation for the maximum/minimum of a given number of independent variables from a specified distribution.

Usage

dextreme(x, densfun, distnfun, ..., distn, mlen = 1, largest = TRUE,
    log = FALSE)
pextreme(q, distnfun, ..., distn, mlen = 1, largest = TRUE,
    lower.tail = TRUE) 
qextreme(p, quantfun, ..., distn, mlen = 1, largest = TRUE,
    lower.tail = TRUE) 
rextreme(n, quantfun, ..., distn, mlen = 1, largest = TRUE) 

Arguments

x, q	Vector of quantiles.
p	Vector of probabilities.
n	Number of observations.
densfun, distnfun, quantfun	Density, distribution and quantile function of the specified distribution. The density function must have a log argument (a simple wrapper can always be constructed to achieve this).
...	Parameters of the specified distribution.
distn	A character string, optionally given as an alternative to densfun, distnfun and quantfun such that the density, distribution and quantile functions are formed upon the addition of the prefixes d, p and q respectively.
mlen	The number of independent variables.
largest	Logical; if TRUE (default) use maxima, otherwise minima.
log	Logical; if TRUE, the log density is returned.
lower.tail	Logical; if TRUE (default) probabilities are P[X <= x], otherwise P[X > x].

Value

dextreme gives the density function, pextreme gives the distribution function and qextreme gives the quantile function of the maximum/minimum of mlen independent variables from a specified distibution. rextreme generates random deviates.

See Also

rgev, rorder

Examples

dextreme(2:4, dnorm, pnorm, mean = 0.5, sd = 1.2, mlen = 5)
dextreme(2:4, distn = "norm", mean = 0.5, sd = 1.2, mlen = 5)
dextreme(2:4, distn = "exp", mlen = 2, largest = FALSE)
pextreme(2:4, distn = "exp", rate = 1.2, mlen = 2)
qextreme(seq(0.9, 0.6, -0.1), distn = "exp", rate = 1.2, mlen = 2)
rextreme(5, qgamma, shape = 1, mlen = 10)
p <- (1:9)/10
pexp(qextreme(p, distn = "exp", rate = 1.2, mlen = 1), rate = 1.2)
## [1] 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

evd documentation built on Sept. 21, 2024, 9:06 a.m.