evrnd

Extreme value random numbers

Syntax

R = evrnd(mu,sigma)
R = evrnd(mu,sigma,m,n,...)
R = evrnd(mu,sigma,[m,n,...])


Description

R = evrnd(mu,sigma) generates random numbers from the extreme value distribution with parameters specified by location parameter mu and scale parameter sigma. mu and sigma can be vectors, matrices, or multidimensional arrays that have the same size, which is also the size of R. A scalar input for mu or sigma is expanded to a constant array with the same dimensions as the other input.

R = evrnd(mu,sigma,m,n,...) or R = evrnd(mu,sigma,[m,n,...]) generates an m-by-n-by-... array containing random numbers from the extreme value distribution with parameters mu and sigma. mu and sigma can each be scalars or arrays of the same size as R.

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 by negating R. See Extreme Value Distribution for more details. If x has a Weibull distribution, then X = log(x) has the type 1 extreme value distribution.

Extended Capabilities

C/C++ Code Generation

Generate C and C++ code using MATLAB® Coder™.

Usage notes and limitations:

The generated code can return a different sequence of numbers than MATLAB^® if either of the following is true:

• The output is nonscalar.

• An input parameter is invalid for the distribution.

For more information on code generation, see Introduction to Code Generation and General Code Generation Workflow.

GPU Arrays

Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.

This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).

Version History

Introduced before R2006a