gev_raw: Representations of the Generalized Extreme Value Distribution

In vincenzocoia/distionary: Create and Evaluate Probability Distributions

Representations of the Generalized Extreme Value Distribution

Description

Representations of the Generalized Extreme Value Distribution

Usage

pgev(q, location, scale, shape)

qgev(p, location, scale, shape)

dgev(x, location, scale, shape)

Arguments

location	Location parameter; numeric vector.
scale	Scale parameter; positive numeric vector.
shape	Shape parameter; numeric vector. This is also the extreme value index, so that shape > 0 is heavy tailed, and shape < 0 is short-tailed.
p	Vector of probabilities.
x, q	Vector of quantiles.

Value

Vector of evaluated GEV distribution, with length equal to the recycled lengths of q/x/p, location, scale, and shape.

Examples

pgev(1:10, 0, 1, 1)
dgev(1:10, 1:10, 2, 0)
qgev(1:9 / 10, 2, 10, -2)

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