extreme value {smoothSurv} | R Documentation |
Density function of the extreme value distribution of a minimum with location alpha and scale beta and the density of the standardized version (with zero mean and unit variance).
dextreme(x, alpha=0, beta=1) dstextreme(x)
x |
Vector of quantiles. |
alpha |
Vector of location parameters. |
beta |
Vector of scale parameters. |
Extreme value distribution of a minimum with the location alpha and the scale beta has a density
f(x) = (1/beta)*exp((x-alpha)/beta - exp((x-alpha)/beta))
the mean equal to alpha - beta*e, where e is approximately 0.5772 and the variance equal to beta^2 pi^2/6. Its standardized version is obtained with alpha = (sqrt(6)/pi)*e and beta = (sqrt(6)/pi).
The value of the density.
Arnošt Komárek arnost.komarek[AT]mff.cuni.cz
dextreme(1, (sqrt(6)/pi)*0.5772, sqrt(6)/pi) dstextreme(1) ## approximately same result as on the previous row