function x = gumbinv(F,a,b) %GUMBINV Inverse of the Gumbel distribution function. % % CALL: x = gumbinv(F,a,b) % % x = Inverse Gumbel evaluated at F % a, b = parameters of the Gumbel distribution. % % Gumbel cdf is given by : % F(x) = exp(-exp(-(x-b)/a) -inf < x < inf, a>0 % Example: % F = linspace(0,1,100); % x1 = gumbinv(F,2,); % plot(F,x1) % % See also: gumbfit, gumbrnd, gumbpdf, gumbstat, gumbplot % Reference: % Johnson N.L., Kotz S. and Balakrishnan, N. (1994) % Continuous Univariate Distributions, Volume 2. Wiley. x=-evinv(1-F,-b,a); end