Computes the generalized extreme value (GEV) complementary cumulatve distribution function (CCDF).
value to evaluate
location
scale
shape
import mir.test: shouldApprox; gevCCDF(-3, 2, 3, -0.5).shouldApprox == 0.965303314353844; gevCCDF(-1, 2, 3, +0.5).shouldApprox == 0.981684361111266; gevCCDF(-1, 2, 3, 0.0).shouldApprox == 0.934011964154687;
Generalized Extreme Value (GEV) Distribution
See Implementation
Computes the generalized extreme value (GEV) complementary cumulatve distribution function (CCDF).