GEV CDF formula issue
Alright then, I would consider this not a bug.
Hi there, sorry for the really late reply, but I checked the code here: https://sourceforge.net/p/jdistlib/code/ci/master/tree/JDistLib/src/main/java/jdistlib/evd/GEV.java#l45 And I believe it is correct, just as you mentioned. q = shape == 0 ? exp(-exp(-q)) : exp(-pow(max(1 + shape * q, 0), -1.0/shape)); I haven't changed that code since 2017. Did you get the code elsewhere or did I miss anything? Thanks!
Apologies for the late reply. No, it is not an official version.
Bugfix for #17375 (in R 3.4.4)
Added LogLogistic distribution, per bug#40
Add Log-Logistic distribution
Thank you for the bug report. I added Log Logistic distribution into JDistlib. It should be slated for the next release. It is currently available in the code repository, which you can browse. Please feel free to use it and test it.