jdistlib.evd

Class Gumbel

java.lang.Object

jdistlib.evd.Gumbel

public class Gumbel
extends Object

Gumbel distribution. It is a special case of Extreme Value Distribution with shape == 0. Taken from EVD package of R

Constructor Summary

Constructors

Constructor and Description
Gumbel()

Method Summary

Methods

Modifier and Type	Method and Description
static double	cumulative(double q, double loc, double scale, boolean lower_tail)
static double	density(double x, double loc, double scale, boolean log)
static double	quantile(double p, double loc, double scale, boolean lower_tail)
static double	random(double loc, double scale, QRandomEngine random)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Gumbel

public Gumbel()

Method Detail

density

public static final double density(double x,
             double loc,
             double scale,
             boolean log)

cumulative

public static final double cumulative(double q,
                double loc,
                double scale,
                boolean lower_tail)

quantile

public static final double quantile(double p,
              double loc,
              double scale,
              boolean lower_tail)

random

public static final double random(double loc,
            double scale,
            QRandomEngine random)