Gumbel {mistr} | R Documentation |
Density, distribution function, quantile function and random generation for the Gumbel distribution with location and scale parameters.
dgumbel(x, loc, scale, log = FALSE)
pgumbel(q, loc, scale, lower.tail = TRUE, log.p = FALSE)
qgumbel(p, loc, scale, lower.tail = TRUE, log.p = FALSE)
rgumbel(n, loc, scale)
x , q |
vector of quantiles. |
loc |
location parameter. |
scale |
scale parameter. |
log , log.p |
logical; if TRUE, probabilities |
lower.tail |
logical; if TRUE, probabilities are |
p |
vector of probabilities. |
n |
number of observations. |
The Gumbel distribution function with location parameter \mu
and scale parameter \beta
has density given by
f(x)=1/\beta e^-(z+e^-z)
, where z=(x-\mu)/\beta
. The cumulative distribution function is
F(x)=e^(-e^z)
with z
as stated above.
See https://en.wikipedia.org/wiki/Gumbel_distribution for more details.
dgumbel
gives the density, pgumbel
gives the distribution function, qgumbel
gives the quantile function, and
rgumbel
generates random deviates.
Invalid arguments will result in return value NaN, with a warning.
dgumbel(seq(1, 5), 0, 1)
qgumbel(pgumbel(seq(1, 5), 0, 1), 0 ,1)
rgumbel(5, 0, 1)