F(x) = exp(-exp(-(x - loc)/scale)).
Density, distribution function, quantile and draws by inversion of the
morie Philox uniforms (identical in the Python arm).
Usage
GumbelDist(x = NULL, loc = 0, scale = 1, p = NULL, n = 0, seed = 0)
Arguments
- x
Evaluation points.
- loc
Parameter.
- scale
Parameter.
- p
Probabilities for the quantile function.
- n
Number of random draws.
- seed
Philox seed.
Value
list(pdf, logpdf, cdf, quantile, random).
References
Gumbel, E. J. (1958). Statistics of Extremes. Columbia University Press.
Examples
GumbelDist(0.5)$cdf
#> [1] 0.5452392
