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dgumbel
View on CRAN: Click
here
Download and install dgumbel package within the R console
Install from CRAN:
install.packages("dgumbel")
Install from Github:
library("remotes")
install_github("cran/dgumbel")
Install by package version:
library("remotes")
install_version("dgumbel", "1.0.1")
Attach the package and use:
library("dgumbel")
Maintained by
Berent Ånund Strømnes Lunde
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-04-08
Latest Update: 2020-04-16
Description:
Gumbel distribution functions (De Haan L. (2007)
) implemented with the techniques of automatic
differentiation (Griewank A. (2008) ).
With this tool, a user should be able to quickly model extreme
events for which the Gumbel distribution is the domain of attraction.
The package makes available the density function, the distribution
function the quantile function and a random generating function. In
addition, it supports gradient functions. The package combines 'Adept'
(C++ templated automatic differentiation) (Hogan R. (2017)
) and 'Eigen' (templated matrix-vector
library) for fast computations of both objective functions and exact
gradients. It relies on 'RcppEigen' for easy access to 'Eigen' and
bindings to R.
How to cite:
Berent Ånund Strømnes Lunde (2020). dgumbel: The Gumbel Distribution Functions and Gradients. R package version 1.0.1, https://cran.r-project.org/web/packages/dgumbel. Accessed 21 Nov. 2024.
Previous versions and publish date:
1.0.0 (2020-04-08 11:20)
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Other R packages that dgumbel depends,
imports, suggests or enhances
Complete documentation for dgumbel
Functions, R codes and Examples using
the dgumbel R package
Some associated functions: dgumbel-package .
Some associated R codes: RcppExports.R . dgumbel-package.R . dgumbel.R . pgumbel.R . qgumbel.R . rgumbel.R . Full dgumbel package functions and examples
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