<title>Extreme Value Distribution</title>
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</h4></div></div></div>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">distributions</span><span class="special">/</span><span class="identifier">extreme</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span></pre>
<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">RealType</span> <span class="special">=</span> <span class="keyword">double</span><span class="special">,</span>
- <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a> <span class="special">=</span> <a class="link" href="../../pol_ref/pol_ref_ref.html" title="Policy Class Reference">policies::policy<></a> <span class="special">></span>
+ <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a> <span class="special">=</span> <a class="link" href="../../pol_ref/pol_ref_ref.html" title="Policy Class Reference">policies::policy<></a> <span class="special">></span>
<span class="keyword">class</span> <span class="identifier">extreme_value_distribution</span><span class="special">;</span>
<span class="keyword">typedef</span> <span class="identifier">extreme_value_distribution</span><span class="special"><></span> <span class="identifier">extreme_value</span><span class="special">;</span>
-<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">RealType</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter 19. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
+<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">RealType</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../../policy.html" title="Chapter 20. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
<span class="keyword">class</span> <span class="identifier">extreme_value_distribution</span>
<span class="special">{</span>
<span class="keyword">public</span><span class="special">:</span>
<p>
The distribution has a PDF given by:
</p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="serif_italic">f(x) = (1/scale) e<sup>-(x-location)/scale</sup> e<sup>-e<sup>-(x-location)/scale</sup></sup></span>
+ </p></blockquote></div>
<p>
- f(x) = (1/scale) e<sup>-(x-location)/scale</sup> e<sup>-e<sup>-(x-location)/scale</sup></sup>
- </p>
-<p>
- Which in the standard case (scale = 1, location = 0) reduces to:
- </p>
-<p>
- f(x) = e<sup>-x</sup>e<sup>-e<sup>-x</sup></sup>
+ which in the standard case (scale = 1, location = 0) reduces to:
</p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="serif_italic">f(x) = e<sup>-x</sup>e<sup>-e<sup>-x</sup></sup></span>
+ </p></blockquote></div>
<p>
The following graph illustrates how the PDF varies with the location parameter:
</p>
-<p>
- <span class="inlinemediaobject"><img src="../../../../graphs/extreme_value_pdf1.svg" align="middle"></span>
- </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="inlinemediaobject"><img src="../../../../graphs/extreme_value_pdf1.svg" align="middle"></span>
+
+ </p></blockquote></div>
<p>
And this graph illustrates how the PDF varies with the shape parameter:
</p>
-<p>
- <span class="inlinemediaobject"><img src="../../../../graphs/extreme_value_pdf2.svg" align="middle"></span>
- </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+ <span class="inlinemediaobject"><img src="../../../../graphs/extreme_value_pdf2.svg" align="middle"></span>
+
+ </p></blockquote></div>
<h5>
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