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Probabilities.GumbelCDFInv Function

Gumbel distribution PPF (vectorized).

Pascal
procedure GumbelCDFInv(const P: TDenseMtxVec; Mu: double; beta: double; minimum: boolean; const Res: TDenseMtxVec); overload;
Parameters 
Description 
Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. 
Mu 
Defines the location parameter. 
beta 
Defines the scale parameter, positive real value. 
minimum 
Defines maximum or minimum Gumbel distrubution. If true, the routine calculates minimum Gumbel PDF.  
Res 
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. 
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