Action: TD_GENERALIZED_EXTREME_VALUE

Module ves
Description Usage
Generalized extreme value distribution (static). used in 0 tutorialsused in 0 eggs

Further details and examples

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Syntax

The following table describes the keywords and options that can be used with this action

Keyword Type Default Description
LOCATION compulsory none The mu parameter of the generalized extreme value distribution
SCALE compulsory none The sigma parameter for the generalized extreme value distribution given as a positive number
SHAPE compulsory none The xi parameter for the generalized extreme value distribution
WELLTEMPERED_FACTOR optional not used Broaden the target distribution such that it is taken as [p(s)]^(1/gamma) where gamma is the well tempered factor given here
SHIFT_TO_ZERO optional false Shift the minimum value of the target distribution to zero
NORMALIZE optional false Renormalized the target distribution over the intervals on which it is defined to make sure that it is properly normalized to 1