boostmath (version 1.0.0)

extreme_value_distribution: Extreme Value Distribution Functions

Description

Functions to compute the probability density function, cumulative distribution function, and quantile function for the Extreme Value distribution.

Usage

extreme_value_pdf(x, location = 0, scale = 1)
extreme_value_lpdf(x, location = 0, scale = 1)
extreme_value_cdf(x, location = 0, scale = 1)
extreme_value_lcdf(x, location = 0, scale = 1)
extreme_value_quantile(p, location = 0, scale = 1)

Value

A single numeric value with the computed probability density, log-probability density, cumulative distribution, log-cumulative distribution, or quantile depending on the function called.

Arguments

x

quantile

location

location parameter (default is 0)

scale

scale parameter (default is 1)

p

probability (0 <= p <= 1)

See Also

Boost Documentation for more details on the mathematical background.

Examples

# Extreme Value distribution with location = 0, scale = 1
extreme_value_pdf(0)
extreme_value_lpdf(0)
extreme_value_cdf(0)
extreme_value_lcdf(0)
extreme_value_quantile(0.5)