DescriptionGevDensity 2.svg	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

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()

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