Determine quantiles of a GEV distribution

quantile() is the inverse of cdf().

Usage

# S3 method for class 'GEV'
quantile(x, probs, drop = TRUE, elementwise = NULL, ...)

Arguments

x

A GEV object created by a call to GEV().

probs

A vector of probabilities.

drop

logical. Should the result be simplified to a vector if possible?

elementwise

logical. Should each distribution in x be evaluated at all elements of probs (elementwise = FALSE, yielding a matrix)? Or, if x and probs have the same length, should the evaluation be done element by element (elementwise = TRUE, yielding a vector)? The default of NULL means that elementwise = TRUE is used if the lengths match and otherwise elementwise = FALSE is used.

...

Arguments to be passed to qgev. Unevaluated arguments will generate a warning to catch mispellings or other possible errors.

Value

In case of a single distribution object, either a numeric vector of length probs (if drop = TRUE, default) or a matrix with length(probs) columns (if drop = FALSE). In case of a vectorized distribution object, a matrix with length(probs) columns containing all possible combinations.

Examples

set.seed(27)

X <- GEV(1, 2, 0.1)
X
#> [1] "GEV(mu = 1, sigma = 2, xi = 0.1)"

random(X, 10)
#>  [1]  9.53039102 -0.73633998  5.43730770  0.79059280  0.20038342  1.18468635
#>  [7] -0.83938790 -2.28404509 -0.32725032  0.02226797

pdf(X, 0.7)
#> [1] 0.1845098
log_pdf(X, 0.7)
#> [1] -1.690052

cdf(X, 0.7)
#> [1] 0.3124986
quantile(X, 0.7)
#> [1] 3.171891

cdf(X, quantile(X, 0.7))
#> [1] 0.7
quantile(X, cdf(X, 0.7))
#> [1] 0.7