# GExtVal: Generalized Extreme Value Distribution In rmutil: Utilities for Nonlinear Regression and Repeated Measurements Models

 Generalized Extreme Value R Documentation

## Generalized Extreme Value Distribution

### Description

These functions provide information about the generalized extreme value distribution with location parameter equal to `m`, dispersion equal to `s`, and family parameter equal to `f`: density, cumulative distribution, quantiles, log hazard, and random generation.

The generalized extreme value distribution has density

f(y) = y^(f-1) exp(y^f/f) (s/m) (exp(y^f/f)/m)^(s-1) exp(-(exp(y^f/f)/m)^s)/(1-I(f>0)+sign(f) exp(-m^-s))

where m is the location parameter of the distribution, s is the dispersion, f is the family parameter, I() is the indicator function, and y>0.

f=1 a truncated extreme value distribution.

### Usage

```dgextval(y, s, m, f, log=FALSE)
pgextval(q, s, m, f)
qgextval(p, s, m, f)
rgextval(n, s, m, f)
```

### Arguments

 `y` vector of responses. `q` vector of quantiles. `p` vector of probabilities `n` number of values to generate `m` vector of location parameters. `s` vector of dispersion parameters. `f` vector of family parameters. `log` if TRUE, log probabilities are supplied.

### Author(s)

J.K. Lindsey

`dweibull` for the Weibull distribution.

### Examples

```dgextval(1, 2, 1, 2)
pgextval(1, 2, 1, 2)
qgextval(0.82, 2, 1, 2)
rgextval(10, 2, 1, 2)
```

rmutil documentation built on Oct. 29, 2022, 1:08 a.m.