These functions provide information about the generalized extreme
value distribution with location parameter equal to m, dispersion
equal to s, and family parameter equal to f: density,
cumulative distribution, quantiles, log hazard, and random generation.
The generalized extreme value distribution has density
$$
f(y) =
y^{\nu-1} \exp(y^\nu/\nu) \frac{\sigma}{\mu}
\frac{\exp(y^\nu/\nu)}{\mu^{\sigma-1}/(1-I(\nu>0)+sign(\nu)
exp(-\mu^-\sigma))}\exp(-(\exp(y^\nu\nu)/\mu)^\sigma)$$
where \(\mu\) is the location parameter of the distribution,
\(\sigma\) is the dispersion, \(\nu\) is the family
parameter, \(I()\) is the indicator function, and \(y>0\).
\(\nu=1\) a truncated extreme value distribution.