Extreme value probability density function
Y = evpdf(X,mu,sigma)
Y = evpdf(X,mu,sigma) returns the pdf of
the type 1 extreme value distribution with location parameter
sigma, evaluated at the values
sigma can be vectors, matrices, or multidimensional
arrays that all have the same size. A scalar input is expanded to
a constant array of the same size as the other inputs. The default
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
X. See Extreme Value Distribution for more details. If x has
a Weibull distribution, then X = log(x)
has the type 1 extreme value distribution.
This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).