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't()' function for calculating GEV quantities

Usage

gev_t_function(x, location, scale, shape)

Arguments

x

Argument of the function; vectorized.

location

Location parameter; numeric.

scale

Scale parameter; positive numeric.

shape

Shape parameter; numeric. Also the extreme value index, so that shape > 0 is heavy tailed, and shape < 0 is short-tailed.

Value

A vector of the t function evaluated.

Note

The shape parameter is not vectorized. This function is only intended to be used when location, scale, and shape are scalars.

See also

See the Wikipedia entry for the GEV distribution, https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution

Examples

distionary:::gev_t_function(1:10, 0, 1, 1)
#>  [1] 0.50000000 0.33333333 0.25000000 0.20000000 0.16666667 0.14285714
#>  [7] 0.12500000 0.11111111 0.10000000 0.09090909