powered by
F(x; xi) = exp(-(1 + xi * x)^(-1/xi))
gev_cdf(x, xi)
CDF values
Numeric vector
Shape parameter
Special cases:
xi = 0: Gumbel (equals loglog)
xi < 0: Weibull (bounded above)
xi > 0: Frechet (heavy tail)
Reference: Wang & Dey (2011)