Representations of the Generalized Extreme Value Distribution

pgev(q, location, scale, shape)

qgev(p, location, scale, shape)

dgev(x, location, scale, shape)

Arguments

location

Location parameter; numeric.

scale

Scale parameter; positive numeric.

shape

Shape parameter; numeric.

p

Vector of probabilities.

x, q

Vector of quantiles.

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, 0, 2, 0)
#>  [1] 0.165352149 0.127323190 0.089253259 0.059102476 0.037808090 0.023684505
#>  [7] 0.014649566 0.008991615 0.005493135 0.003346350
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