Representations of the Generalized Extreme Value Distribution

Usage

pgev(q, location, scale, shape)

qgev(p, location, scale, shape)

dgev(x, location, scale, shape)

Arguments

location: Location parameter; numeric vector.
scale: Scale parameter; positive numeric vector.
shape: Shape parameter; numeric vector. This is also the extreme value index, so that shape > 0 is heavy tailed, and shape < 0 is short-tailed.
p: Vector of probabilities.
x, q: Vector of quantiles.

Value

Vector of evaluated GEV distribution, with length equal to the recycled lengths of q/x/p, location, scale, and shape.

Examples

pgev(1:10, 0, 1, 1)
#>  [1] 0.6065307 0.7165313 0.7788008 0.8187308 0.8464817 0.8668779 0.8824969
#>  [8] 0.8948393 0.9048374 0.9131007
dgev(1:10, 1:10, 2, 0)
#>  [1] 0.1839397 0.1839397 0.1839397 0.1839397 0.1839397 0.1839397 0.1839397
#>  [8] 0.1839397 0.1839397 0.1839397
qgev(1:9 / 10, 2, 10, -2)
#> [1] -19.5094906  -5.9514520  -0.2477526   2.8020565   4.5977349   5.6952859
#> [7]   6.3639149   6.7510348   6.9444958