gevLPDF

Computes the generalized extreme value (GEV) log probability density function (LPDF).

@safe pure nothrow @nogc

gevLPDF

(

)

(

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;

gevLPDF(-3, 2, 3, -0.5).shouldApprox == -3.85358759620891;
gevLPDF(-1, 2, 3, +0.5).shouldApprox == -3.01917074698827;
gevLPDF(-1, 2, 3, 0.0).shouldApprox == -1.71828182845905;

The OpenD Programming Language

gevLPDF

Parameters

Examples

See Also

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