1 /* esl_gev.h 2 * Generalized extreme value (GEV) distributions. 3 * 4 * SRE, Tue Jul 12 09:15:56 2005 5 */ 6 #ifndef eslGEV_INCLUDED 7 #define eslGEV_INCLUDED 8 #include "esl_config.h" 9 10 #include "esl_random.h" 11 12 13 extern double esl_gev_pdf (double x, double mu, double lambda, double alpha); 14 extern double esl_gev_logpdf (double x, double mu, double lambda, double alpha); 15 extern double esl_gev_cdf (double x, double mu, double lambda, double alpha); 16 extern double esl_gev_logcdf (double x, double mu, double lambda, double alpha); 17 extern double esl_gev_surv (double x, double mu, double lambda, double alpha); 18 extern double esl_gev_logsurv(double x, double mu, double lambda, double alpha); 19 extern double esl_gev_invcdf (double p, double mu, double lambda, double alpha); 20 21 extern double esl_gev_generic_pdf (double x, void *params); 22 extern double esl_gev_generic_cdf (double x, void *params); 23 extern double esl_gev_generic_surv (double x, void *params); 24 extern double esl_gev_generic_invcdf(double p, void *params); 25 26 extern int esl_gev_Plot(FILE *fp, double mu, double lambda, double alpha, 27 double (*func)(double x, double mu, double lambda, double alpha), 28 double xmin, double xmax, double xstep); 29 30 31 32 extern double esl_gev_Sample(ESL_RANDOMNESS *r, double mu, double lambda, double alpha); 33 34 extern int esl_gev_FitComplete(double *x, int n, 35 double *ret_mu, double *ret_lambda, 36 double *ret_alpha); 37 extern int esl_gev_FitCensored(double *x, int n, int z, double phi, 38 double *ret_mu, double *ret_lambda, 39 double *ret_alpha); 40 41 42 #endif /*eslGEV_INCLUDED*/ 43 44