Overload List
| # | Signature | Description |
|---|---|---|
| 1 | void GumbelCDF(TDenseMtxVec X, Double Mu, Double beta, Boolean minimum, TDenseMtxVec Res) | Gumbel distribution CDF (vectorized). |
| 2 | Double GumbelCDF(Double x, Double Mu, Double beta, Boolean minimum) | Gumbel cumulative distribution function (CDF). |
Overload 1: void GumbelCDF(TDenseMtxVec X, Double Mu, Double beta, Boolean minimum, TDenseMtxVec Res)
Gumbel distribution CDF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | X | Defines distribution domain, real vector or matrix. |
| 2 | Mu | Defines the location parameter. |
| 3 | beta | Defines the scale parameter, positive real value. |
| 4 | minimum | Defines maximum or minimum Gumbel distrubution. If true, the routine calculates minimum Gumbel PDF. |
| 5 | Res | After calculation stores the CDF calculated from X, Mu, and beta. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X. |
Result: stored in self (calling object)
Overload 2: Double GumbelCDF(Double x, Double Mu, Double beta, Boolean minimum)
Gumbel cumulative distribution function (CDF).
| # | Name | Description |
|---|---|---|
| 1 | x | Function domain, real value. |
| 2 | Mu | Location parameter, real value. |
| 3 | beta | Scale parameter, positive real value. |
| 4 | minimum | Selects the distribution sign. If true, the minimum (left) Gumbel CDF is computed |
| 5 | if false, the maximum (right) Gumbel CDF. |
Returns: Double - the Gumbel cumulative distribution function (CDF) for value x using the parameters Mu and beta. For beta <= 0 the result is NAN.
Remarks:
With z = (x - Mu) / beta, the Gumbel cumulative distribution function is
CDF(x| mu,beta)={ 1-e^(-e^z), if amp; minimum
{ [4pt] e^(-e^(-z)), if amp; maximum
Domain: x any real value, Mu any real value, scale beta > 0; the result rises monotonically from 0 to 1. For beta <= 0 the result is NAN.