

   TThhee GGeenneerraalliizzeedd EExxttrreemmee VVaalluuee DDiissttrriibbuuttiioonn

        dgextval(y, m, s, f)
        pgextval(q, m, s, f)
        hgextval(y, m, s, f)

   AArrgguummeennttss::

          y: vector of responses.

          q: vector of quantiles.

          m: vector of location parameters.

          s: vector of dispersion parameters.

          f: vector of family parameters.

   DDeessccrriippttiioonn::

        These functions provide information about the general-
        ized extreme value distribution with location parameter
        equal to `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.  uthor{J.K. Lindsey}

   AAuutthhoorr((ss))::

        J.K. Lindsey

   SSeeee AAllssoo::

        `dweibull' for the Weibull distribution.

   EExxaammpplleess::

        dgextval(1, 2, 1, 2)
        pgextval(1, 2, 1, 2)

