Determine quantiles of a Gumbel distribution

quantile() is the inverse of cdf().

Usage

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

Arguments

x

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

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

random(X, 10)
#>  [1]  8.104751940 -0.816379582  5.007573903  0.789488808  0.183959497
#>  [6]  1.183838833 -0.929543900 -2.587372533 -0.373340977 -0.002439646

pdf(X, 0.7)
#> [1] 0.1817758
log_pdf(X, 0.7)
#> [1] -1.704981

cdf(X, 0.7)
#> [1] 0.3129117
quantile(X, 0.7)
#> [1] 3.061861

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