Hi,
The function 'dgev' in the 'fExtremes' package contains a 'log'
argument, for returning the log of the gev density. For example:
> library(fExtremes)
> x = seq(100,1000)
> density_values_log = dgev(x, 0.21, 455, 150, log=TRUE)
> density_values_nolog = dgev(x, 0.21, 455, 150, log=FALSE)
However, in my experience, the function seems to always assume that 'log=FALSE':
> range(density_values_log-density_values_nolog)
[1] 0 0
If we look at the code for 'dgev', it seems that 'log=FALSE' is actually always
passed to the '.devd' function, which does the density calculation
> dgev
function (x, xi = 1, mu = 0, beta = 1, log = FALSE)
{
d = .devd(x, location = mu, scale = beta, shape = xi, log = FALSE)
attr(d, "control") = data.frame(xi = xi, mu = mu, beta = beta,
log = log, row.names = "")
d
}
I did these computations using fExtremes version 2100.77 (downloaded a few
weeks ago), on windows 7, 64Bit, R 2.13.1
Does this require a change to the fExtremes code -- or am I making some error?
Thanks,
Gareth Davies
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
