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Distfun >> Distfun > Extreme Value > distfun_evinv

distfun_evinv

Extreme value (Gumbel) Inverse CDF

Calling Sequence

x = distfun_evinv ( p , mu , sigma )
x = distfun_evinv ( p , mu , sigma , lowertail )

Parameters

p :

a matrix of doubles, the probability. Must be in the range [0,1].

mu :

a matrix of doubles, the location.

sigma :

a matrix of doubles, the scale. sigma>0.

lowertail :

a 1-by-1 matrix of booleans, the tail (default lowertail=%t). If lowertail is true (the default), then considers P(X<=x) otherwise P(X>x).

x :

a matrix of doubles, the outcome

Description

Computes the inverse cumulated probability distribution function of the Extreme value (Gumbel) function. This is the minimum Gumbel distribution.

Any scalar input argument is expanded to a matrix of doubles of the same size as the other input arguments.

Examples

x = distfun_evinv([0.5 0.9 0.7],0,1)
expected = [-0.3665129 0.8340324 0.1856268]

x=1;
mu=0.5;
sigma=2.;
lowertail=%t;
p=distfun_evcdf(x,mu,sigma,lowertail);
x1=distfun_evinv(p,mu,sigma,lowertail)
//
lowertail=%f;
p=distfun_evcdf(x,mu,sigma,lowertail);
x1=distfun_evinv(p,mu,sigma,lowertail)

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