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dgumbel  

The Gumbel Distribution Functions and Gradients
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]
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 13 May. 2025.
Previous versions and publish date:
1.0.0 (2020-04-08 11:20)
Other packages that cited dgumbel R package
View dgumbel citation profile
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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