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clmstan (version 0.1.1)

gev_cdf: Generalized Extreme Value (GEV) link CDF

Description

F(x; xi) = exp(-(1 + xi * x)^(-1/xi))

Usage

gev_cdf(x, xi)

Value

CDF values

Arguments

x

Numeric vector

xi

Shape parameter

Details

Special cases:

  • xi = 0: Gumbel (equals loglog)

  • xi < 0: Weibull (bounded above)

  • xi > 0: Frechet (heavy tail)

Reference: Wang & Dey (2011)