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

## 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

 ```1 2 3 4``` ```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

 ```1 2 3 4``` ```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 May 29, 2017, 6:46 p.m.