Generalized Extreme Value Distribution | R Documentation |
Density, distribution function, quantile function and random generation for the GP distribution with location equal to 'loc', scale equal to 'scale' and shape equal to 'shape'.
rgev(n, loc = 0, scale = 1, shape = 0)
pgev(q, loc = 0, scale = 1, shape = 0, lower.tail = TRUE)
qgev(p, loc = 0, scale = 1, shape = 0, lower.tail = TRUE)
dgev(x, loc = 0, scale = 1, shape = 0, log = FALSE)
x , q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. |
loc |
vector of the location parameters. |
scale |
vector of the scale parameters. |
shape |
a numeric of the shape parameter. |
lower.tail |
logical; if TRUE (default), probabilities are |
log |
logical; if TRUE, probabilities p are given as log(p). |
If 'loc', 'scale' and 'shape' are not specified they assume the default values of '0', '1' and '0', respectively.
The GEV distribution function for loc = u
, scale =
\sigma
and shape = \xi
is
G(x) = \exp\left[-\left\{1 + \xi \frac{x - u}{\sigma}
\right\}^{-1 / \xi} \right]
for 1 + \xi ( x - u ) / \sigma > 0
and x > u
, where \sigma > 0
. If
\xi = 0
, the distribution is defined by continuity
corresponding to the Gumbel distribution.
dgev(0.1)
rgev(100, 1, 2, 0.2)
qgev(seq(0.1, 0.9, 0.1), 1, 0.5, -0.2)
pgev(12.6, 2, 0.5, 0.1)
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