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GEV log-density (Coles 2001 eq. 3.7 integrand; Gumbel eq. 3.9)

Source: R/evt_coles.R
morie_evt_gev_logpdf.Rd

GEV log-density (Coles 2001 eq. 3.7 integrand; Gumbel eq. 3.9)

Usage

morie_evt_gev_logpdf(x, mu, sigma, xi)

Arguments

x

quantile(s)

mu, sigma, xi

GEV location, scale (> 0), shape

Value

numeric vector of log-densities (-Inf off support, eq. 3.8)

Examples

morie_evt_gev_logpdf(x = c(1, 2, 3), mu = 0, sigma = 1, xi = 0.1)
#> [1] -1.433955 -2.167043 -2.958545