Density, distribution function, quantile function, and random generation for the generalized extreme value distribution.
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)
vector of quantiles.
vector of quantiles.
vector of probabilities between 0 and 1.
sample size. If length(n)
is larger than 1, then length(n)
random values are returned.
vector of location parameters.
vector of positive scale parameters.
vector of shape parameters.
density (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
.
Let location=
scale=
shape=
The
Forbes, C., M. Evans, N. Hastings, and B. Peacock. (2011). Statistical Distributions. Fourth Edition. John Wiley and Sons, Hoboken, NJ.
Jenkinson, A.F. (1955). The Frequency Distribution of the Annual Maximum (or Minimum) of Meteorological Events. Quarterly Journal of the Royal Meteorological Society, 81, 158--171.
Johnson, N. L., S. Kotz, and N. Balakrishnan. (1995). Continuous Univariate Distributions, Volume 2. Second Edition. John Wiley and Sons, New York.
egevd
, zTestGevdShape
, EVD
,
Probability Distributions and Random Numbers.
# NOT RUN {
# 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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