lgumbel: log-Gumbel distribution (Frechet)

lgumbelR Documentation

log-Gumbel distribution (Frechet)

Description

Density, distribution function, and quantile function for log-Gumbel (Frechet) distribution.

Usage

dlgumbel(x, loclog = 0, scalelog = 1, log = FALSE)

plgumbel(q, loclog = 0, scalelog = 1, lower.tail = TRUE, log.p = FALSE)

qlgumbel(p, loclog = 0, scalelog = 1, lower.tail = TRUE, log.p = FALSE)

rlgumbel(n, loclog = 0, scalelog = 1)

Arguments

x, q

A numeric vector of quantiles.

loclog

A numeric value of location parameter for Gumbel distribution.

scalelog

A numeric value of scale parameter for Gumbel distribution.

log, log.p

A logical; if TRUE, the probability p is given as log(p).

lower.tail

A logical; if TRUE, the probability is P[X <= x], otherwise, P[X > x].

p

A numeric vector of probabilities.

Details

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

Value

'dlgumble' gives the desity, 'plgumbel' gives the distribution, and 'qlgumbel' gives the quantile function.


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