The OpenD Programming Language

mir.stat.distribution.gev

This module contains algorithms for the Generalized Extreme Value (GEV) Distribution.

Members

Functions

gevCCDF T gevCCDF(T x, T mu, T sigma, T xi): Computes the generalized extreme value (GEV) complementary cumulatve distribution function (CCDF).
gevCDF T gevCDF(T x, T mu, T sigma, T xi): Computes the generalized extreme value (GEV) cumulatve distribution function (CDF).
gevInvCDF T gevInvCDF(T p, T mu, T sigma, T xi): Computes the generalized extreme value (GEV) inverse cumulative distribution function (InvCDF).
gevLPDF T gevLPDF(T x, T mu, T sigma, T xi): Computes the generalized extreme value (GEV) log probability density function (LPDF).
gevPDF T gevPDF(T x, T mu, T sigma, T xi): Computes the generalized extreme value (GEV) probability density function (PDF).

Meta

Source

See Source File

License

Authors

Ilia Ki, John Michael Hall

Copyright

2022-3 Mir Stat Authors.