EXVPR
This function evaluates the extreme value probability density function.
Function Return Value
EXVPR — Function value, the value of the probability density function. (Output)
Required Arguments
X — Argument for which the extreme value probability density function is to be evaluated. (Input)
AMU — Location parameter of the extreme value probability density function. (Input)
BETA — Scale parameter of the extreme value probability density function. (Input)
FORTRAN 90 Interface
Generic: EXVPR (X, AMU, BETA)
Specific: The specific interface names are S_EXVPR and D_EXVPR.
FORTRAN 77 Interface
Single: EXVPR (X, AMU, BETA)
Double: The double precision name is DEXVPR.
Description
The function EXVPR evaluates the extreme value probability density function, defined as
The extreme value distribution is also known as the Gumbel minimum distribution.
Example
In this example, we evaluate the extreme value probability density function at X = 2.0, AMU = 0.0, BETA = 1.0.
USE UMACH_INT
USE EXVPR_INT
IMPLICIT NONE
INTEGER NOUT
REAL X, AMU, B, PR
CALL UMACH(2, NOUT)
X = -2.0
AMU = 0.0
B = 1.0
PR = EXVPR(X, AMU, B)
WRITE (NOUT, 99999) X, AMU, B, PR
99999 FORMAT (' EXVPR(', F6.2, ', ', F4.2, ', ', F4.2, ') = ', F6.4)
END
Output
EXVPR( -2.00, 0.00, 1.00) = 0.1182
Published date: 03/19/2020
Last modified date: 03/19/2020
