gumbel {evd}R Documentation

The Gumbel Distribution


Density function, distribution function, quantile function and random generation for the Gumbel distribution with location and scale parameters.


dgumbel(x, loc=0, scale=1, log = FALSE) 
pgumbel(q, loc=0, scale=1, lower.tail = TRUE) 
qgumbel(p, loc=0, scale=1, lower.tail = TRUE)
rgumbel(n, loc=0, scale=1)


x, q Vector of quantiles.
p Vector of probabilities.
n Number of observations.
loc, scale Location and scale parameters (can be given as vectors).
log Logical; if TRUE, the log density is returned.
lower.tail Logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x]


The Gumbel distribution function with parameters loc = a and scale = b is

G(x) = exp{-exp[-(z-a)/b]}

for all real z, where b > 0.


dgumbel gives the density function, pgumbel gives the distribution function, qgumbel gives the quantile function, and rgumbel generates random deviates.

Interesting Fact

Gumbel is the name of my teddy bear. And a famous statistician.

See Also

rfrechet, rgev, rrweibull


dgumbel(-1:2, -1, 0.5)
pgumbel(-1:2, -1, 0.5)
qgumbel(seq(0.9, 0.6, -0.1), 2, 0.5)
rgumbel(6, -1, 0.5)
p <- (1:9)/10
pgumbel(qgumbel(p, -1, 2), -1, 2)
## [1] 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

[Package evd version 2.2-4 Index]