The OpenD Programming Language

gevCCDF

Computes the generalized extreme value (GEV) complementary cumulatve distribution function (CCDF).

@safe pure nothrow @nogc
T
gevCCDF
(
T
)
(
const T x
,
const T mu
,
const T sigma
,
const T xi
)
if (
isFloatingPoint!T
)

Parameters

x T

value to evaluate

mu T

location

sigma T

scale

xi T

shape

Examples

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;

See Also

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