| Generalized Extreme Value(rmutil) | R Documentation |
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}
dgextval(y, m, s, f) pgextval(q, m, s, f) hgextval(y, m, s, f)
y |
vector of responses. |
q |
vector of quantiles. |
m |
vector of location parameters. |
s |
vector of dispersion parameters. |
f |
vector of family parameters. |
J.K. Lindsey
dweibull for the Weibull distribution.
dgextval(1, 2, 1, 2) pgextval(1, 2, 1, 2)