distrEx (version 2.3.1)

GEV-class: Generalized EV distribution

Description

[borrowed from evd]: The GEV distribution function with parameters loc$= a$, scale $= b$, shape $= s$ is $$G(x) = exp[-{1+s(z-a)/b}^(-1/s)]$$ for $1+s(z-a)/b > 0$, where $b > 0$. If $s = 0$ the distribution is defined by continuity. If $1+s(z-a)/b <= 0$,="" the="" value="" $z$="" is="" either="" greater="" than="" upper="" end="" point="" (if="" $s="" <="" 0$),="" or="" less="" lower="" eqn{s=""> 0}).

Objects from the Class

Objects can be created by calls of the form new("GEV", loc, scale,shape). More frequently they are created via the generating function GEV.

Extends

Class "AbscontDistribution", directly. Class "UnivariateDistribution", by class "AbscontDistribution". Class "Distribution", by class "AbscontDistribution".

concept

• GEV
• extreme value distribution
• absolutely continuous distribution
• S4 distribution class

References

Pickands, J. (1975) Statistical inference using extreme order statistics. _Annals of Statistics_, *3*, 119-131.

See Also

dgpd, AbscontDistribution-class

Examples

(P1 <- new("GEV", loc = 0, scale = 1,shape = 0))
plot(P1)
shape(P1)
loc(P1)
scale(P1) <- 4
loc(P1) <- 2
plot(P1)