The Gumbel Distribution
Density function, distribution function, quantile function and random generation for the Gumbel distribution with location and scale parameters.
dGumbel(x, loc=0, scale=1, log = FALSE) pGumbel(q, loc=0, scale=1, lower.tail = TRUE) qGumbel(p, loc=0, scale=1, lower.tail = TRUE) rGumbel(n, loc=0, scale=1)
x, q |
Vector of quantiles. |
p |
Vector of probabilities. |
n |
Number of observations. |
loc, scale |
Location and scale parameters (can be given as vectors). |
log |
Logical; if |
lower.tail |
Logical; if |
The Gumbel distribution function with parameters loc = a and scale = b is
G(x) = exp{-exp[-(z-a)/b]}
for all real z, where b > 0.
dGumbel gives the density function, pGumbel gives
the distribution function, qGumbel gives the quantile
function, and rGumbel generates random deviates.
Alec Stephenson <alec_stephenson@hotmail.com>
dGumbel(-1:2, -1, 0.5) pGumbel(-1:2, -1, 0.5) qGumbel(seq(0.9, 0.6, -0.1), 2, 0.5) rGumbel(6, -1, 0.5) p <- (1:9)/10 pGumbel(qGumbel(p, -1, 2), -1, 2) ## [1] 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.