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lmomco (version 2.4.14)

cdfgum: Cumulative Distribution Function of the Gumbel Distribution

Description

This function computes the cumulative probability or nonexceedance probability of the Gumbel distribution given parameters (\(\xi\) and \(\alpha\)) computed by pargum. The cumulative distribution function is $$F(x) = \mathrm{exp}(-\mathrm{exp}(Y)) \mbox{,}$$ where $$Y = -\frac{x - \xi}{\alpha} \mbox{,}$$ where \(F(x)\) is the nonexceedance probability for quantile \(x\), \(\xi\) is a location parameter, and \(\alpha\) is a scale parameter.

Usage

cdfgum(x, para)

Value

Nonexceedance probability (\(F\)) for \(x\).

Arguments

x

A real value vector.

para

The parameters from pargum or vec2par.

Author

W.H. Asquith

References

Hosking, J.R.M., 1990, L-moments---Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, v. 52, pp. 105--124.

Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.

Hosking, J.R.M., and Wallis, J.R., 1997, Regional frequency analysis---An approach based on L-moments: Cambridge University Press.

See Also

pdfgum, quagum, lmomgum, pargum

Examples

Run this code
  lmr <- lmoms(c(123,34,4,654,37,78))
  cdfgum(50,pargum(lmr))

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