Computes the generalized extreme value (GEV) cumulatve distribution function (CDF).
value to evaluate
location
scale
shape
import mir.test: shouldApprox; gevCDF(-3, 2, 3, -0.5).shouldApprox == 0.034696685646156494; gevCDF(-1, 2, 3, +0.5).shouldApprox == 0.01831563888873418; gevCDF(-1, 2, 3, 0.0).shouldApprox == 0.06598803584531254;
Generalized Extreme Value (GEV) Distribution
See Implementation
Computes the generalized extreme value (GEV) cumulatve distribution function (CDF).