RcmdrMisc: gumbel – R documentation

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gumbel

The Gumbel Distribution

Description

Density, distribution function, quantile function and random generation for the Gumbel distribution with specified location and scale parameters.

Usage

dgumbel(x, location = 0, scale = 1)
pgumbel(q, location=0, scale=1, lower.tail=TRUE)
qgumbel(p, location=0, scale=1, lower.tail=TRUE)
rgumbel(n, location=0, scale=1)

Arguments

`x, q`	vector of quantiles (values of the variable).
`p`	vector of probabilities.
`n`	number of observations. If `length(n)` > 1, the length is taken to be the number required.
`location`	location parameter (default `0`); potentially a vector.
`scale`	scale parameter (default `1`); potentially a vector.
`lower.tail`	logical; if `TRUE` (the default) probabilities and quantiles correspond to P(X ≤ x), if `FALSE` to P(X > x).

Author(s)

John Fox jfox@mcmaster.ca

References

See https://en.wikipedia.org/wiki/Gumbel_distribution for details of the Gumbel distribution.

Examples

x <- 100 + 5*c(-Inf, -1, 0, 1, 2, 3, Inf, NA)
dgumbel(x, 100, 5)
pgumbel(x, 100, 5)

p <- c(0, .25, .5, .75, 1, NA)
qgumbel(p, 100, 5)

summary(rgumbel(1e5, 100, 5))

RcmdrMisc

R Commander Miscellaneous Functions

v2.7-1

GPL (>= 2)

Authors

John Fox [aut, cre], Robert Muenchen [ctb], Dan Putler [ctb]

Initial release

2020-08-12