gumbel: Gumbel distribution

In okamumu/Rsrat: A Software Reliability Assessment Tool with NHPP-Based Models

Gumbel distribution

Description

Density, distribution function, and quantile function for Gumbel distribution.

Usage

dgumbel(x, loc = 0, scale = 1, log = FALSE, min = FALSE)

pgumbel(q, loc = 0, scale = 1, lower = TRUE, log = FALSE, min = FALSE)

qgumbel(p, loc = 0, scale = 1, lower = TRUE, log = FALSE, min = FALSE)

rgumbel(n, loc = 0, scale = 1, min = FALSE)

Arguments

x, q	A numeric vector of quantiles.
loc	A numeric value of location parameter.
scale	A numeric value of scale parameter.
log	A logical; if TRUE, the probability p is given as log(p).
min	A logical; if TRUE, the result of minimum Gumbel is provided.
lower	A logical; if TRUE, the probability is P[X <= x], otherwise, P[X > x].
p	A numeric vector of probabilities.

Details

The Gumbel distribution (maximum) has the cumulative distribution function F(q) = exp(-exp(-z)) where z = (q-loc)/scale The Gumbel distribution (minimum) has the cumulative distribution function F(q) = 1-exp(-exp(-z)) where z = (-q-loc)/scale

Value

'dgumble' gives the desity, 'pgumbel' gives the distribution, and 'qgumbel' gives the quantile function.

okamumu/Rsrat documentation built on Feb. 10, 2024, 11:07 p.m.