gevUC {VGAM} | R Documentation |
Density, distribution function, quantile function and random
generation for the generalized extreme value distribution (GEV) with
location parameter location
,
scale parameter scale
and
shape parameter shape
.
dgev(x, location=0, scale=1, shape=0) pgev(q, location=0, scale=1, shape=0) qgev(p, location=0, scale=1, shape=0) rgev(n, location=0, scale=1, shape=0)
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. Positive integer of length 1. |
location |
the location parameter mu. |
scale |
the scale parameter sigma. Must consist of positive values. |
shape |
the shape parameter xi. |
See gev
, the VGAM family function
for estimating the two parameters by maximum likelihood estimation,
for formulae and other details.
Apart from n
, all the above arguments may be vectors and
are recyled to the appropriate length if necessary.
dgev
gives the density,
pgev
gives the distribution function,
qgev
gives the quantile function, and
rgev
generates random deviates.
The default value of xi=0 means the default distribution is the Gumbel.
Currently, these functions have different argument names compared with those in the evd package.
T. W. Yee
Coles, S. (2001) An Introduction to Statistical Modeling of Extreme Values. London: Springer-Verlag.
gev
.
## Not run: x = seq(-3, 3, by=0.01) loc = 0; sigma = 1; xi = -0.4 plot(x, dgev(x, loc, sigma, xi), type="l", col="blue", ylim=c(0,1), main="Blue is density, red is cumulative distribution function", sub="Purple are 5,10,...,95 percentiles", ylab="", las=1) abline(h=0, col="blue", lty=2) lines(qgev(seq(0.05,0.95,by=0.05), loc, sigma, xi), dgev(qgev(seq(0.05,0.95,by=0.05), loc, sigma, xi), loc, sigma, xi), col="purple", lty=3, type="h") lines(x, pgev(x, loc, sigma, xi), type="l", col="red") abline(h=0, lty=2) pgev(qgev(seq(0.05,0.95,by=0.05), loc, sigma, xi), loc, sigma, xi) ## End(Not run)