Function Reference: gevinv

statistics: x = gevinv (p, k, sigma, mu)

Inverse of the generalized extreme value (GEV) cumulative distribution function (iCDF).

For each element of p, compute the quantile (the inverse of the CDF) at p of the GEV distribution with shape parameter k, scale parameter sigma, and location parameter mu. The size of x is the common size of the input arguments. A scalar input functions as a constant matrix of the same size as the other inputs.

Default values for K, SIGMA, and MU are 0, 1, and 0, respectively.

References

  1. Rolf-Dieter Reiss and Michael Thomas. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields. Chapter 1, pages 16-17, Springer, 2007.

See also: gevcdf, gevpdf, gevrnd, gevfit, gevlike, gevstat

Source Code: gevinv