dst_gev: Generalised Extreme Value Distribution
In vincenzocoia/distionary: Create and Evaluate Probability Distributions

dst_gev

R Documentation

Generalised Extreme Value Distribution

Description

Makes a Generalised Extreme Value (GEV) distribution, which is the limiting distribution of the maximum.

Usage

dst_gev(location, scale, shape)

Arguments

`location`	Location parameter; single numeric.
`scale`	Scale parameter; single positive numeric.
`shape`	Shape parameter; single numeric. This is also the extreme value index, so that `shape > 0` is heavy tailed, and `shape < 0` is short-tailed.

Value

A GEV distribution.

Examples

# Short-tailed example
short <- dst_gev(0, 1, -1)
range(short)
mean(short)

# Heavy-tailed example
heavy <- dst_gev(0, 1, 1)
range(heavy)
mean(heavy)

# Light-tailed example (a Gumbel distribution)
light <- dst_gev(0, 1, 0)
range(light)
mean(light)

vincenzocoia/distionary documentation built on Feb. 26, 2025, 11:09 a.m.