pgumbel.m

来自「一个非常实用的统计工具箱」· M 代码 · 共 24 行

function f = pgumbel(x,a,u)
%PGUMBEL  The Gumbel distribution function
%
%         F = pgumbel(x, a, u)
%
%	  Defaults are a = 1 and m = 0. The parameter  a  is 
%	  proportional to the inverse of the standard deviation
%	  and the parameter  u  is the position.

%       GPL Copyright (c) Anders Holtsberg, 1999

if nargin < 2
   a = 1;
end
if nargin < 3
   u = 0;
end
if any(any(a<=0))
   error('Parameter a is wrong')
end

x = -a .* (x-u);
f = exp(-exp(x));