Generalized Extreme Value Distribution
These functions provide information about the generalized extreme
value distribution with location parameter equal to m, dispersion
equal to s, and family parameter equal to f: density,
cumulative distribution, quantiles, log hazard, and random generation.
The generalized extreme value distribution has density
f(y) = y^(f-1) exp(y^f/f) (s/m) (exp(y^f/f)/m)^(s-1) exp(-(exp(y^f/f)/m)^s)/(1-I(f>0)+sign(f) exp(-m^-s))
where m is the location parameter of the distribution, s is the dispersion, f is the family parameter, I() is the indicator function, and y>0.
f=1 a truncated extreme value distribution.
dgextval(y, s, m, f, log=FALSE) pgextval(q, s, m, f) qgextval(p, s, m, f) rgextval(n, s, m, f)
y |
vector of responses. |
q |
vector of quantiles. |
p |
vector of probabilities |
n |
number of values to generate |
m |
vector of location parameters. |
s |
vector of dispersion parameters. |
f |
vector of family parameters. |
log |
if TRUE, log probabilities are supplied. |
J.K. Lindsey
dweibull for the Weibull distribution.
dgextval(1, 2, 1, 2) pgextval(1, 2, 1, 2) qgextval(0.82, 2, 1, 2) rgextval(10, 2, 1, 2)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.