rgev.m

来自「极值理论中各种函数及图像的程序。matlab实现。」· M 代码 · 共 13 行

function c=rgev(n,xi,mu,sigma)
%Generates a random sample from GEV.
%
%     USAGE: c=rgpd(n,xi,mu,beta)
%
%         n: Sample size.
%xi,mu,beta: Parameters of the distribution.
%
%         c: Randomly generated sample.

c=mu - (sigma.*(1-(-log(rand(1,n))).^( - xi)))./xi;