File:GevDensity 2.svg
Summary
| Description |
English: Generallised extreme value distribution. |
| Date | 4 January 2014 (original upload date) |
| Source | Created by R D Gill, 4 January 2013, using R script |
| Author | R D Gill |
| Other versions |
 |
Computer code
svg("GevDensity.svg")
x <- seq(from = -4, to = +4, length = 200)
xi <- 0.5
s <- (1 + xi * x)^(-1/xi -1)
t <- (1 + xi * x)^(-1/xi)
u <- x > -1/xi
plot(x, s*exp(-t)*u, type="l", col="blue",
ylim=c(0,0.5), lwd=2,
main = "Generalized extreme value densities",
ylab = "Density", xlab = "x",
sub = "all with mu=0, sigma=1")
xi <- -0.5
s <- (1 + xi * x)^(-1/xi -1)
t <- (1 + xi * x)^(-1/xi)
u <- x < -1/xi
lines(x, s*exp(-t)*u, col="green", lwd=2)
xi <- 0
s <- exp(-x)
t <- exp(-x)
lines(x,s*exp(-t), col="red", lwd=2)
legend(-4,0.5,c("xi = -0.5","xi=0","xi=+0.5"),lwd=2,col=c("green","red","blue"))
graphics.off()
Licensing
This file is licensed under the Creative Commons Attribution-Share Alike 3.0 Unported license.
- You are free:
- to share – to copy, distribute and transmit the work
- to remix – to adapt the work
- Under the following conditions:
- attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
- share alike – If you remix, transform, or build upon the material, you must distribute your contributions under the same or compatible license as the original.
Original upload log
The original description page was here. All following user names refer to en.wikipedia.
| Date/Time | Dimensions | User | Comment |
|---|---|---|---|
| 2014-01-05 13:46 | 630×630× (63236 bytes) | Gill110951 | More small improvements (support endpoints marked, better legend) |
| 2014-01-05 09:50 | 630×630× (56224 bytes) | Gill110951 | Improved annotation (Greek symbols instead of words) |
| 2014-01-04 19:38 | 630×630× (55321 bytes) | Gill110951 | {{cc-by-sa-3.0|Created by R D Gill, 4 January 2013, using R script} svg("GevDensity.svg") x <- seq(from = -4, to = +4, length = 200) xi <- 0.5 s <- (1 + xi * x)^(-1/xi -1) t <- (1 + xi * x)^(-1/xi) u <- x > -1/xi plot(x, s*exp(-t)*u, type="l",... |