tgumbel: truncated Gumbel distribution (maximum)

Description Usage Arguments Details Value

Description

Density, distribution function, and quantile function for truncated Gumbel distribution (maximum).

Usage

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dtgumbel(x, loc = 0, scale = 1, log = FALSE)

ptgumbel(q, loc = 0, scale = 1, lower.tail = TRUE, log.p = FALSE)

qtgumbel(p, loc = 0, scale = 1, lower.tail = TRUE, log.p = FALSE)

Arguments

x, q

A numeric vector of quantiles.

loc

A numeric value of location parameter for Gumbel distribution.

scale

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 truncated Gumbel distribution (maximum) has the cumulative distribution function F(q) = 1-(1-G(q))/(1-G(0)), G(q) = exp(-exp(-z)) where z = (q-loc)/scale

Value

'dtgumble' gives the desity, 'ptgumbel' gives the distribution, and 'qtgumbel' gives the quantile function.


okamumu/Rsrat documentation built on April 2, 2018, 7:33 p.m.