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StatRandom.RandomGumbel Function

Gumbel distribution random generator.

Pascal
procedure RandomGumbel(const mu: double; const beta: double; const Results: TDenseMtxVec; Seed: Integer = -1);

This routine generates Result.Length pseudo random numbers, using the Gumbel distribution with parameters mu and beta. The random numbers are stored in the Results vector. An exception is raised if Result vector is complex or beta is less or equal to zero.

Generate 2000 random numbers by using the Gumbel distribution with parameters mu=1, beta = 0.55.

Uses MtxExpr, StatRandom;
procedure Example;
var Res: Vector;
begin
  Res.Size(2000);
  RandomGumbel(1.0,0.55, Res);
end;
#include "MtxExpr.hpp"
#include "StatRandom.hpp"
void __fastcall Example()
{
  sVector Res;
  Res.Size(2000,false);
  RandomGumbel(1.0,0.55, Res, -1);
}
Examples on GitHub
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