lev: The Largest Extreme Value Distribution

In Auburngrads/teachingApps: Apps for Teaching Statistics, R Programming, and Shiny App Development

Description

Density, distribution function, quantile function and random generation for the LEV distribution with location loc and scale scale.

Usage

qlev(p, loc = 0, scale = 1)

plev(q, loc = 0, scale = 1)

dlev(x, loc = 0, scale = 1)

rlev(n, loc = 0, scale = 1)

Arguments

p	Vector of probabilities
loc	Location parameter
scale	Scale parameter
q	Vector of quantiles
x	Vector of quantiles
n	Number of observations

Details

If loc is not specified, a default value of 0 is used. If scale is not specified, a default value of 1 is used.

The largest extreme value distribution with location parameter μ and scale σ has density

f(x;μ,σ) = \frac{1}{σ}φ_{_{LEV}}≤ft(\frac{x-μ}{σ}\right),\quad -∞ < x < ∞

where φ_{_{LEV}}(z) exp[-z - exp(-z)] is the density of the standard LEV distribution.

Value

dlev gives the density, plev gives the distribution function, qlev gives the quantile function, and rlev generates random observations.

The length of the result is determined by n for rlev, and is the maximum of the lengths of the numerical arguments for the other functions.

The numerical arguments other than n are recycled to the length of the result.

Auburngrads/teachingApps documentation built on June 17, 2020, 4:57 a.m.