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dgevd(x, location = 0, scale = 1, shape = 0)
pgevd(q, location = 0, scale = 1, shape = 0)
qgevd(p, location = 0, scale = 1, shape = 0)
rgevd(n, location = 0, scale = 1, shape = 0)
length(n)
is larger than 1, then length(n)
random values are returned.devd
), probability (pevd
), quantile (qevd
), or
random sample (revd
) for the generalized extreme value distribution with
location parameter(s) determined by location
, scale parameter(s)
determined by scale
, and shape parameter(s) determined by shape
.location=
$\eta$, scale=
$\theta$, and shape=
$\kappa$.
When the shape parameter $\kappa = 0$, the generalized extreme value distribution
reduces to the extreme value distribution. When the shape parameter
$\kappa \ne 0$, the cumulative distribution function of $X$ is given by:
egevd
, zTestGevdShape
, EVD
,
Probability Distributions and Random Numbers.# Density of a generalized extreme value distribution with
# location=0, scale=1, and shape=0, evaluated at 0.5:
dgevd(.5)
#[1] 0.3307043
#----------
# The cdf of a generalized extreme value distribution with
# location=1, scale=2, and shape=0.25, evaluated at 0.5:
pgevd(.5, 1, 2, 0.25)
#[1] 0.2795905
#----------
# The 90'th percentile of a generalized extreme value distribution with
# location=-2, scale=0.5, and shape=-0.25:
qgevd(.9, -2, 0.5, -0.25)
#[1] -0.4895683
#----------
# Random sample of 4 observations from a generalized extreme value
# distribution with location=5, scale=2, and shape=1.
# (Note: the call to set.seed simply allows you to reproduce this example.)
set.seed(20)
rgevd(4, 5, 2, 1)
#[1] 6.738692 6.473457 4.446649 5.727085
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