x = gevinv(p, k, sigma, mu)
| Parameter | Description |
|---|---|
| p | real array in the range [0, 1]: probabilities. |
| k | real array: shape parameter. |
| sigma | positive real array: scale parameter. |
| mu | real array: location parameter. |
| Parameter | Description |
|---|---|
| x | array: quantiles. |
gevinv computes generalized extreme value quantiles element by element.
p = [0.1 0.5 0.9];
x = gevinv(p, 0.2, 1, 0);| Version | Description |
|---|---|
| 2.0.0 | initial version |