Moments of a GEV distribution

Usage

gev_moments(location, scale, shape)

Arguments

location: location parameter \(\xi\).
scale: scale parameter \(\alpha\) (must be positive).
shape: shape parameter \(\kappa\).

Value

A named numeric vector: mean, median, sd, skewness, kurtosis, minimum, maximum. Entries are NaN where the moment is undefined for the given shape.

Examples

gev_moments(location = 100, scale = 10, shape = 0)
#>       mean     median       mode         sd   skewness   kurtosis    minimum 
#> 105.772157 103.665129 100.000000  12.825498   1.139547   5.400000       -Inf 
#>    maximum 
#>        Inf