The Generalized Extreme Value Distribution

Density, distribution function, and random generation for the generalized extreme value distribution with location mu, scale sigma and shape xi.

dgen_extreme_value(x, mu = 0, sigma = 1, xi = 0, log = FALSE)

pgen_extreme_value(
  q,
  mu = 0,
  sigma = 1,
  xi = 0,
  lower.tail = TRUE,
  log.p = FALSE
)

qgen_extreme_value(
  p,
  mu = 0,
  sigma = 1,
  xi = 0,
  lower.tail = TRUE,
  log.p = FALSE
)

rgen_extreme_value(n, mu = 0, sigma = 1, xi = 0)

Arguments

x, q

Vector of quantiles.

mu

Vector of locations.

sigma

Vector of scales.

xi

Vector of shapes.

log

Logical; If TRUE, values are returned on the log scale.

lower.tail

Logical; If TRUE (default), return P(X <= x). Else, return P(X > x) .

log.p

Logical; If TRUE, values are returned on the log scale.

p

Vector of probabilities.

n

Number of draws to sample from the distribution.

Details

See vignette("brms_families") for details on the parameterization.