QRM: Gumbel – R documentation

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Gumbel

Gumbel Distribution

Description

Density, quantiles, and cumulative probability of the Gumbel distribution. The standard Gumbel has mu value of 0 and sigma value of one.

Usage

dGumbel(x, mu = 0, sigma = 1, log = FALSE) 
qGumbel(p, mu = 0, sigma = 1) 
pGumbel(q, mu = 0, sigma = 1)
rGumbel(n, mu = 0, sigma = 1)

Arguments

`log`	`logical`, whether log values of density should be returned.
`mu`	`numeric`, location parameter.
`n`	`integer`, count of random variates.
`p`	`vector`, probabilities.
`q`	`vector`, quantiles.
`sigma`	`numeric`, scale parameter.
`x`	`vector`, values to evaluate density.

Value

numeric, probability (pGumbel()), quantile (qGumbel()), density (dGumbel()) or random variates (rGumbel()) for the Gumbel distribution with location parameter mu and scale parameter sigma.

Examples

rGumbelSim <- rGumbel(1000, 1.0, 2.5)
quantValue <- 4.5
pGEV(q = quantValue, xi = 0, mu = 1.0, sigma = 2.5) 
pGumbel(q = quantValue, mu = 1.0, sigma = 2.5)

QRM

Provides R-Language Code to Examine Quantitative Risk Management Concepts

v0.4-31

GPL (>= 2)

Authors

Bernhard Pfaff [aut, cre], Marius Hofert [ctb], Alexander McNeil [aut] (S-Plus original (QRMlib)), Scott Ulmann [trl] (First R port as package QRMlib)

Initial release

2020-02-15