GEV distribution function (Coles 2001 eq. 3.2) — Gevcdf • rmorie

Returns 0 below and 1 above the support endpoint implied by xi. See Adgev for the source.

Usage

Gevcdf(x, mu = 0, sigma = 1, xi = 0)

Arguments

x: Numeric vector.
mu, sigma, xi: Location, scale and shape.

Value

Numeric vector of probabilities.

Examples

Gevcdf(c(0, 1, 2), 1, 1, 0.1)
#> [1] 0.05681403 0.36787944 0.68008105