dgev function

Generalized Extreme Value Distribution

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

pgev(q, xi = 1, mu = 0, sigma = 1) 
qgev(p, xi = 1, mu = 0, sigma = 1) 
dgev(x, xi = 1, mu = 0, sigma = 1) 
rgev(n, xi = 1, mu = 0, sigma = 1)

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

Returns

Probability (pgev), quantile (qgev), density (dgev) or random sample (rgev) for the GEV distribution with shape xi.

See Also

dgpd, gev