evrnd
Random arrays from the extreme value distribution.
r = evrnd (mu, sigma)
returns an array of random
numbers chosen from the type 1 extreme value distribution with location
parameter mu and scale parameter sigma. The size of r is
the common size of mu and sigma. A scalar input functions as a
constant matrix of the same size as the other inputs.
When called with a single size argument, return a square matrix with the dimension specified. When called with more than one scalar argument the first two arguments are taken as the number of rows and columns and any further arguments specify additional matrix dimensions. The size may also be specified with a vector of dimensions sz.
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 negating
x. If y has a Weibull distribution, then
x = log (y)
has the type 1 extreme value distribution.
See also: evcdf, evinv, evpdf, evfit, evlike, evstat
Source Code: evrnd