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evpdf

Extreme value probability density function

Syntax

Y = evpdf(X,mu,sigma)

Description

Y = evpdf(X,mu,sigma)returns the pdf of the type 1 extreme value distribution with location parametermuand scale parametersigma, evaluated at the values inX.X,mu, andsigmacan be vectors, matrices, or multidimensional arrays that all have the same size. A scalar input is expanded to a constant array of the same size as the other inputs. The default values formuandsigmaare0and1, respectively.

The type 1 extreme value distribution is also known as the Gumbel distribution. The version used here is suitable for modeling minima; the mirror image of this distribution can be used to model maxima by negatingX. SeeExtreme Value Distributionfor more details. Ifxhas a Weibull distribution, thenX= log(x) has the type 1 extreme value distribution.

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

Introduced before R2006a