Computes the generalized extreme value (GEV) inverse cumulative distribution function (InvCDF).
value to evaluate
location
scale
shape
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;
Generalized Extreme Value (GEV) Distribution
See Implementation
Computes the generalized extreme value (GEV) inverse cumulative distribution function (InvCDF).