Generalized Extreme Value {rmutil}R Documentation

The Generalized Extreme Value Distribution

Description

These functions provide information about the generalized extreme value distribution with location parameter equal to m, dispersion equal to s, and family parameter equal to f. dgextval gives the density, pgextval gives the distribution function, hgextval gives the hazard function.

The generalized extreme value distribution has density

f(y) = f y^(f-1) exp(y^f) (s/m) (exp(y^f)/m)^(s-1) exp(-(exp(y^f)/m)^s)/(1-I(f>0)+sign(f) exp(-m^-s))

where m is the location parameter of the distribution, s is the dispersion, f is the family parameter, I() is the indicator function, and y>0.

f=0 yields a Weibull distribution and f=1 a truncated extreme value distribution. author{J.K. Lindsey}

Usage

dgextval(y, m, s, f)
pgextval(q, m, s, f)
hgextval(y, m, s, f)

Arguments

y vector of responses.
q vector of quantiles.
m vector of location parameters.
s vector of dispersion parameters.
f vector of family parameters.

Author(s)

J.K. Lindsey

See Also

dweibull for the Weibull distribution.

Examples

dgextval(1, 2, 1, 2)
pgextval(1, 2, 1, 2)

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