Generalized Extreme Value       package:rmutil       R Documentation

_G_e_n_e_r_a_l_i_z_e_d _E_x_t_r_e_m_e _V_a_l_u_e _D_i_s_t_r_i_b_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     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':
     density, cumulative distribution, quantiles, log hazard, and
     random generation.

     The generalized extreme value distribution has density

 f(y) = y^(f-1) exp(y^f/f) (s/m) (exp(y^f/f)/m)^(s-1) exp(-(exp(y^f/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=1 a truncated extreme value distribution.

_U_s_a_g_e:

     dgextval(y, s, m, f, log=FALSE)
     pgextval(q, s, m, f)
     qgextval(p, s, m, f)
     hgextval(y, s, m, f)
     rgextval(n, s, m, f)

_A_r_g_u_m_e_n_t_s:

       y: vector of responses.

       q: vector of quantiles.

       p: vector of probabilities

       n: number of values to generate

       m: vector of location parameters.

       s: vector of dispersion parameters.

       f: vector of family parameters.

     log: if TRUE, log probabilities are supplied.

_A_u_t_h_o_r(_s):

     J.K. Lindsey

_S_e_e _A_l_s_o:

     'dweibull' for the Weibull distribution.

_E_x_a_m_p_l_e_s:

     dgextval(1, 2, 1, 2)
     pgextval(1, 2, 1, 2)
     qgextval(0.82, 2, 1, 2)
     rgextval(10, 2, 1, 2)

