The Gumbel cumulative distribution function with
location parameter loc
\(= \mu\) and scale
parameter scale
\(= \sigma\) is
$$F(x) = \exp(-\exp[-(x-\mu)/\sigma])$$
for all real x, where \(\sigma > 0\);
c.f. rgumbel
. This distribution is also known as
extreme value distribution of type I; confer Chapter~22 of
Johnson et al. (1995).
E(object, fun, cond, ...)
# S4 method for Gumbel,missing,missing
E(object, low = NULL, upp = NULL, ...)
var(x, ...)
# S4 method for Gumbel
var(x, ...)
skewness(x, ...)
# S4 method for Gumbel
skewness(x, ...)
kurtosis(x, ...)
# S4 method for Gumbel
kurtosis(x, ...)
object of class "Distribution"
if missing the (conditional) expectation is computed
else the (conditional) expection of fun
is computed.
if not missing the conditional expectation
given cond
is computed.
lower bound of integration range.
upper bound of integration range.
object of class "UnivariateDistribution"
additional arguments to fun
Objects can be created by calls of the form new("Gumbel", loc, scale)
.
More frequently they are created via the generating function
Gumbel
.
img
Object of class "Reals"
.
param
Object of class "GumbelParameter"
.
r
rgumbel
d
dgumbel
p
pgumbel
q
qgumbel
gaps
(numeric) matrix or NULL
.withArith
logical: used internally to issue warnings as to interpretation of arithmetics
.withSim
logical: used internally to issue warnings as to accuracy
.logExact
logical: used internally to flag the case where there are explicit formulae for the log version of density, cdf, and quantile function
.lowerExact
logical: used internally to flag the case where there are explicit formulae for the lower tail version of cdf and quantile function
Symmetry
object of class "DistributionSymmetry"
;
used internally to avoid unnecessary calculations.
Class "AbscontDistribution"
, directly.
Class "UnivariateDistribution"
, by class "AbscontDistribution"
.
Class "Distribution"
, by class "AbscontDistribution"
.
signature(.Object = "Gumbel")
: initialize method.
signature(object = "Gumbel")
: wrapped access method for
slot loc
of slot param
.
signature(x = "Gumbel")
: wrapped access method for
slot scale
of slot param
.
signature(object = "Gumbel")
: wrapped replace method for
slot loc
of slot param
.
signature(x = "Gumbel")
: wrapped replace method for
slot scale
of slot param
.
+
signature(e1 = "Gumbel", e2 = "numeric")
: result again of
class "Gumbel"
; exact.
*
signature(e1 = "Gumbel", e2 = "numeric")
: result again of
class "Gumbel"
; exact.
signature(object = "Gumbel", fun = "missing", cond = "missing")
:
exact evaluation of expectation using explicit expressions.
signature(x = "Gumbel")
:
exact evaluation of expectation using explicit expressions.
signature(x = "Gumbel")
:
exact evaluation of expectation using explicit expressions.
signature(x = "Gumbel")
:
exact evaluation of expectation using explicit expressions.
signature(x = "Gumbel")
:
exact evaluation of expectation using explicit expressions.
signature(x = "Gumbel")
:
exact evaluation of expectation using explicit expressions.
Johnson et al. (1995) Continuous Univariate Distributions. Vol. 2. 2nd ed. New York: Wiley.
# NOT RUN {
(G1 <- new("Gumbel", loc = 1, scale = 2))
plot(G1)
loc(G1)
scale(G1)
loc(G1) <- -1
scale(G1) <- 2
plot(G1)
# }
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