dggev function

Dual Gamma Generalized Extreme Value Distribution

Cumulative probability, quantiles, density and random generation from the dual gamma generalized extreme value distribution.

pggev(q, xi, mu, sigma, delta)
qggev(p, xi, mu, sigma, delta)
dggev(x, xi, mu, sigma, delta)
rggev(n, xi, mu, sigma, delta)

Arguments

• q: vector of quantiles
• p: vector of probabilities
• x: vector of values at which to evaluate density
• n: sample size
• xi: shape parameter
• mu: location parameter
• sigma: scale parameter
• delta: additional shape parameter of GGEV extension

Returns

Probability (pggev), quantile (qggev), density (dggev) or random sample (rggev) for the GGEV distribution.

References

Nascimento, F. F.; Bourguigon, M. ; Leao, J. S. (2015). Extended generalized extreme value distribution with applications in environmental data. HACET J MATH STAT.

See Also

ggevp