# NOT RUN {
mu <- 1; sigma <- 2;
y <- rgumbel(n = 100, loc = mu, scale = sigma)
c(mean(y), mu - sigma * digamma(1)) # Sample and population means
c(var(y), sigma^2 * pi^2 / 6) # Sample and population variances
# }
# NOT RUN {
x <- seq(-2.5, 3.5, by = 0.01)
loc <- 0; sigma <- 1
plot(x, dgumbel(x, loc, sigma), type = "l", col = "blue", ylim = c(0, 1),
main = "Blue is density, red is cumulative distribution function",
sub = "Purple are 5,10,...,95 percentiles", ylab = "", las = 1)
abline(h = 0, col = "blue", lty = 2)
lines(qgumbel(seq(0.05, 0.95, by = 0.05), loc, sigma),
dgumbel(qgumbel(seq(0.05, 0.95, by = 0.05), loc, sigma), loc, sigma),
col = "purple", lty = 3, type = "h")
lines(x, pgumbel(x, loc, sigma), type = "l", col = "red")
abline(h = 0, lty = 2)
# }
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