Overload List
| # | Signature | Description |
|---|---|---|
| 1 | double GumbelCDFInv(double p, double Mu, double beta, bool minimum); | Gumbel distribution point percent function (PPF). |
| 2 | void GumbelCDFInv(TDenseMtxVec *P, double Mu, double beta, bool minimum, TDenseMtxVec *Res); | Gumbel distribution PPF (vectorized). |
Overload 1: double GumbelCDFInv(double p, double Mu, double beta, bool minimum);
Gumbel distribution point percent function (PPF).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | p | double | Probability, real value on closed interval [0,1]. |
| 2 | Mu | double | Location parameter, real value. |
| 3 | beta | double | Scale parameter, positive real value. |
| 4 | minimum | bool | Selects the distribution sign. If true, the minimum (left) Gumbel PPF is computed; if false, the maximum (right) Gumbel PPF. |
Returns: the Gumbel distribution point percent function (PPF) for probability p using the parameters Mu and beta. For p outside [0,1] or beta <= 0 the result is NAN.
Remarks:
The inverse Gumbel cumulative distribution function (quantile) is
CDF^(-1)(p| mu,beta)={ mu+beta ln(ln1/(1-p)), if amp; minimum
{ [4pt] mu-beta ln(ln1/p), if amp; maximum
Domain: probability p in [0,1], Mu any real value, scale beta > 0. For p < 0, p > 1, or beta <= 0 the result is NAN.
See Also: Probabilities::GumbelPDF, Probabilities::GumbelCDF
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler
Overload 2: void GumbelCDFInv(TDenseMtxVec *P, double Mu, double beta, bool minimum, TDenseMtxVec *Res);
Gumbel distribution PPF (vectorized).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | P | TDenseMtxVec * | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | Mu | double | Defines the location parameter. |
| 3 | beta | double | Defines the scale parameter, positive real value. |
| 4 | minimum | bool | Defines maximum or minimum Gumbel distrubution. If true, the routine calculates minimum Gumbel PDF. |
| 5 | Res | TDenseMtxVec * | After calculation stores the PPF calculated from P, Mu and beta. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of P. |
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler