dgev function

Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution

dgev(x, mu, sigma, xi, log.d = FALSE)

pgev(q, mu, sigma, xi, lower.tail = TRUE, log.p = FALSE)

qgev(p, mu, sigma, xi, lower.tail = TRUE, log.p = FALSE)

rgev(n, mu, sigma, xi)

Arguments

• x, q, p: Value, quantile or probability respectively.
• mu: Location parameter.
• sigma: Scale parameter.
• xi: Shape parameter.
• log.d, log.p: Whether or not to work on the log scale.
• lower.tail: Whether to return the lower tail.
• n: Number of random numbers to simulate.

Details

Random number generation is done as a transformation of the Gumbel distribution; Gumbel random variates are generated as the negative logarithm of standard exponentials.

Examples

x <- rgev(1000, mu=0, sigma=1, xi=.5)
  hist(x)
  x <- rgev(1000, mu=0, sigma=exp(rnorm(1000, 1, .25)), xi=rnorm(1000, .5, .2))
  hist(x)
  plot(pgev(x, mu=0, sigma=1, xi=.5))

Author(s)

Harry Southworth