TRngStream.RandomGumbel Method

void RandomGumbel(TMtxVec Dst, Double a, Double beta)

Generates an array of samples distributed by Gumbel distribution.

#NameTypeDescription
1DstTMtxVecsource TVec or TMtx
2aDoublescalar
3betaDoublescalar

Result: stored in self (calling object)

Remarks:

Returns random numbers distributed according to the Gumbel probability density function (PDF). The number of samples generated is defined with the Dst.Length parameter. The result is an array which can be accessed via Dst.Values property.