MCMC4Extremes (version 1.1)

dggev: Dual Gamma Generalized Extreme Value Distribution

Description

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

Usage

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

Value

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