GEVmin2: Create a GEVmin2 distribution (Generalized Extreme Value for...

In benRenard/disTRIMbution: Estimation of Trimmed (Either Truncated or Rectified) Distributions

Create a GEVmin2 distribution (Generalized Extreme Value for minima with alternative parameterization)

Description

Create a GEVmin2 distribution (Generalized Extreme Value for minima with alternative parameterization)

Usage

GEVmin2(loc = 0, scale = 1, lbound = -1)

Arguments

loc	The location parameter, often noted \mu. Can be any real number. Defaults to '0'.
scale	The scale parameter, often noted \sigma. Can be any positive number. Defaults to '1'.
lbound	The lower bound parameter \alpha. Can be any real number. Defaults to '-1'. It should be strictly smaller than the location parameter \mu. Relation with the standard GEVmin parameterization is \alpha=\mu+\sigma/\xi and \xi<0.

Value

A 'GEVmin2' object.

See Also

Other continuous distributions: GEVmin(), GEV(), GPDmin2(), GPDmin(), GPD(), KDB4(), KDB(), Triangular()

Examples

set.seed(27)

X <- GEVmin2(loc=2,scale=1,lbound=0)
X

random(X, 10)

pdf(X, 0.7)
log_pdf(X, 0.7)

cdf(X, 0.7)
quantile(X, 0.7)

cdf(X, quantile(X, 0.7))
quantile(X, cdf(X, 0.7))

benRenard/disTRIMbution documentation built on July 1, 2023, 4:24 a.m.