dgextval(y, m, s, f) pgextval(q, m, s, f) hgextval(y, m, s, f)
y
| vector of responses. |
q
| vector of quantiles. |
m
| vector of location parameters. |
s
| vector of dispersion parameters. |
f
| vector of family parameters. |
m
, dispersion
equal to s
, and family parameter equal to f
.
dgextval
gives the density, pgextval
gives the distribution
function, hgextval
gives the hazard function.
The generalized extreme value distribution has density
f(y) = f y^(f-1) exp(y^f) (s/m) (exp(y^f)/m)^(s-1) exp(-(exp(y^f)/m)^s)/(1-I(f>0)+sign(f) exp(-m^-s))
where m is the location parameter of the distribution, s is the dispersion, f is the family parameter, I() is the indicator function, and y>0.
f=0 yields a Weibull distribution and f=1 a truncated extreme value distribution. author{J.K. Lindsey}
dweibull
for the Weibull distribution.dgextval(1, 2, 1, 2) pgextval(1, 2, 1, 2)