The OpenD Programming Language

gevCDF

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

@safe pure nothrow @nogc
T
gevCDF
(
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;

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;

See Also

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