Description Usage Arguments Details Examples

Density, distribution function, quantile function and random generation for a two-component GEV distribution (product of two GEVs).

1 2 3 4 5 6 7 |

`x` |
vector of quantiles. |

`param1` |
three-dimensional vector (loc, scale, shape)' of a GEV from season 1. |

`param2` |
three-dimensional vector (loc, scale, shape)' of a GEV from season 2. |

`q` |
vector of quantiles. |

`p` |
vector of probabilities. |

`n` |
number of observations. |

These functions use the parametrization of the gev-functions from the package 'evd'.
The distribution *F* of a two-component GEV is:
*F=F_1 * F_2*, where *F_1* and *F_2* are two
distribution functions of a GEV.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ```
# density and distribution function of a two-component GEV:
par(mfrow=c(3,1))
curve(dGEVxGEV(x, c(2,1,0.2), c(3,2,0.4)), from=0, to=20, ylab="Density", n=1000)
curve(pGEVxGEV(x, c(2,1,0.2), c(3,2,0.4)), from=0, to=20, ylab="Probability", n=1000)
# quantiles of a two-component GEV:
qGEVxGEV(p=c(0.9, 0.99), c(2,1,0.2), c(3,2,0.4))
# random numbers of a two-component GEV:
set.seed(23764)
rn <- rGEVxGEV(1000, c(2,1,0.1), c(3,2,0))
hist(rn, breaks=40, freq=FALSE, main="")
curve(dGEVxGEV(x, c(2,1,0.1), c(3,2,0)), from=0, to=20,
ylab="density", n=1000, col="red", add=TRUE)
``` |

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