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ExtrVal

Distributions of Maxima and Minima


Description

Density function, distribution function, quantile function and random generation for the maximum/minimum of a given number of independent variables from a specified distribution.

Usage

dExtrVal(x, densfun, distnfun, ..., distn, mlen = 1, largest = TRUE,
    log = FALSE)
pExtrVal(q, distnfun, ..., distn, mlen = 1, largest = TRUE,
    lower.tail = TRUE)
qExtrVal(p, quantfun, ..., distn, mlen = 1, largest = TRUE,
    lower.tail = TRUE)
rExtrVal(n, quantfun, ..., distn, mlen = 1, largest = TRUE)

Arguments

x, q

Vector of quantiles.

p

Vector of probabilities.

n

Number of observations.

densfun, distnfun, quantfun

Density, distribution and quantile function of the specified distribution. The density function must have a log argument (a simple wrapper can always be constructed to achieve this).

...

Parameters of the specified distribution.

distn

A character string, optionally given as an alternative to densfun, distnfun and quantfun such that the density, distribution and quantile functions are formed upon the addition of the prefixes d, p and q respectively.

mlen

The number of independent variables.

largest

Logical; if TRUE (default) use maxima, otherwise minima.

log

Logical; if TRUE, the log density is returned.

lower.tail

Logical; if TRUE (default) probabilities are P[X <= x], otherwise P[X > x].

Value

dExtrVal gives the density function, pExtrVal gives the distribution function and qExtrVal gives the quantile function of the maximum/minimum of mlen independent variables from a specified distibution. rExtrVal generates random deviates.

Author(s)

Alec Stephenson <alec_stephenson@hotmail.com>

See Also

Examples

dExtrVal(2:4, dnorm, pnorm, mean = 0.5, sd = 1.2, mlen = 5)
dExtrVal(2:4, distn = "norm", mean = 0.5, sd = 1.2, mlen = 5)
dExtrVal(2:4, distn = "exp", mlen = 2, largest = FALSE)
pExtrVal(2:4, distn = "exp", rate = 1.2, mlen = 2)
qExtrVal(seq(0.9, 0.6, -0.1), distn = "exp", rate = 1.2, mlen = 2)
rExtrVal(5, qgamma, shape = 1, mlen = 10)
p <- (1:9)/10
pexp(qExtrVal(p, distn = "exp", rate = 1.2, mlen = 1), rate = 1.2)
## [1] 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

DescTools

Tools for Descriptive Statistics

v0.99.41
GPL (>= 2)
Authors
Andri Signorell [aut, cre], Ken Aho [ctb], Andreas Alfons [ctb], Nanina Anderegg [ctb], Tomas Aragon [ctb], Chandima Arachchige [ctb], Antti Arppe [ctb], Adrian Baddeley [ctb], Kamil Barton [ctb], Ben Bolker [ctb], Hans W. Borchers [ctb], Frederico Caeiro [ctb], Stephane Champely [ctb], Daniel Chessel [ctb], Leanne Chhay [ctb], Nicholas Cooper [ctb], Clint Cummins [ctb], Michael Dewey [ctb], Harold C. Doran [ctb], Stephane Dray [ctb], Charles Dupont [ctb], Dirk Eddelbuettel [ctb], Claus Ekstrom [ctb], Martin Elff [ctb], Jeff Enos [ctb], Richard W. Farebrother [ctb], John Fox [ctb], Romain Francois [ctb], Michael Friendly [ctb], Tal Galili [ctb], Matthias Gamer [ctb], Joseph L. Gastwirth [ctb], Vilmantas Gegzna [ctb], Yulia R. Gel [ctb], Sereina Graber [ctb], Juergen Gross [ctb], Gabor Grothendieck [ctb], Frank E. Harrell Jr [ctb], Richard Heiberger [ctb], Michael Hoehle [ctb], Christian W. Hoffmann [ctb], Soeren Hojsgaard [ctb], Torsten Hothorn [ctb], Markus Huerzeler [ctb], Wallace W. Hui [ctb], Pete Hurd [ctb], Rob J. Hyndman [ctb], Christopher Jackson [ctb], Matthias Kohl [ctb], Mikko Korpela [ctb], Max Kuhn [ctb], Detlew Labes [ctb], Friederich Leisch [ctb], Jim Lemon [ctb], Dong Li [ctb], Martin Maechler [ctb], Arni Magnusson [ctb], Ben Mainwaring [ctb], Daniel Malter [ctb], George Marsaglia [ctb], John Marsaglia [ctb], Alina Matei [ctb], David Meyer [ctb], Weiwen Miao [ctb], Giovanni Millo [ctb], Yongyi Min [ctb], David Mitchell [ctb], Franziska Mueller [ctb], Markus Naepflin [ctb], Daniel Navarro [ctb], Henric Nilsson [ctb], Klaus Nordhausen [ctb], Derek Ogle [ctb], Hong Ooi [ctb], Nick Parsons [ctb], Sandrine Pavoine [ctb], Tony Plate [ctb], Luke Prendergast [ctb], Roland Rapold [ctb], William Revelle [ctb], Tyler Rinker [ctb], Brian D. Ripley [ctb], Caroline Rodriguez [ctb], Nathan Russell [ctb], Nick Sabbe [ctb], Ralph Scherer [ctb], Venkatraman E. Seshan [ctb], Michael Smithson [ctb], Greg Snow [ctb], Karline Soetaert [ctb], Werner A. Stahel [ctb], Alec Stephenson [ctb], Mark Stevenson [ctb], Ralf Stubner [ctb], Matthias Templ [ctb], Duncan Temple Lang [ctb], Terry Therneau [ctb], Yves Tille [ctb], Luis Torgo [ctb], Adrian Trapletti [ctb], Joshua Ulrich [ctb], Kevin Ushey [ctb], Jeremy VanDerWal [ctb], Bill Venables [ctb], John Verzani [ctb], Pablo J. Villacorta Iglesias [ctb], Gregory R. Warnes [ctb], Stefan Wellek [ctb], Hadley Wickham [ctb], Rand R. Wilcox [ctb], Peter Wolf [ctb], Daniel Wollschlaeger [ctb], Joseph Wood [ctb], Ying Wu [ctb], Thomas Yee [ctb], Achim Zeileis [ctb]
Initial release
2021-04-09

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