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)