Density, distribution function, quantile function and random generation for the Gumbel distribution (for maxima) with scale and location parameters equal to scale and location, respectively.
logical; if TRUE, probabilities p are given as log(p).
lower.tail
logical; if TRUE (default), probabilities are P[X <= x],otherwise, P[X > x].
Details
If X is a random variable distributed according to a Gumbel distribution, it has density
f(x) = 1/scale*exp(-(x-location)/scale-exp(-(x-location)/scale))
Value
dgumbel gives the density, pgumbel gives the distribution function, qgumbel gives the quantile function, and rgumbel generates random deviates.
References
Coles, S. (2001) An introduction to statistical modeling of extreme values. Springer
Examples
x <- rgumbel(1000,3,100)
hist(x,freq=FALSE,col='gray',border='white')
curve(dgumbel(x,3,100),add=TRUE,col='red4',lwd=2)
Results
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
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> library(FAdist)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/FAdist/GUMBEL.Rd_%03d_medium.png", width=480, height=480)
> ### Name: GUMBEL
> ### Title: Gumbel Distribution (for maxima)
> ### Aliases: dgumbel pgumbel qgumbel rgumbel
> ### Keywords: distribution
>
> ### ** Examples
>
> x <- rgumbel(1000,3,100)
> hist(x,freq=FALSE,col='gray',border='white')
> curve(dgumbel(x,3,100),add=TRUE,col='red4',lwd=2)
>
>
>
>
>
> dev.off()
null device
1
>