The OpenD Programming Language

gevInvCDF

Computes the generalized extreme value (GEV) inverse cumulative distribution function (InvCDF).

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

Parameters

p T

value to evaluate

mu T

location

sigma T

scale

xi T

shape

Examples

import mir.test: shouldApprox;

gevInvCDF(0.034696685646156494, 2, 3, -0.5).shouldApprox == -3;
gevInvCDF(0.01831563888873418, 2, 3, +0.5).shouldApprox == -1;
gevInvCDF(0.06598803584531254, 2, 3, 0.0).shouldApprox == -1;

See Also

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