Computes the generalized extreme value (GEV) probability density function (PDF).
value to evaluate
location
scale
shape
import mir.test: shouldApprox; gevPDF(-3, 2, 3, -0.5).shouldApprox == 0.02120353011709564; gevPDF(-1, 2, 3, +0.5).shouldApprox == 0.04884170370329114; gevPDF(-1, 2, 3, 0.0).shouldApprox == 0.1793740787340172;
Generalized Extreme Value (GEV) Distribution
See Implementation
Computes the generalized extreme value (GEV) probability density function (PDF).