Awesome, man thanks a LOT! On Thu, Mar 8, 2018 at 12:14 AM Martin Jansche <[email protected]> wrote:
> Per the GSL manual [ > https://www.gnu.org/software/gsl/manual/html_node/The-Type_002d1-Gumbel-Distribution.html] > we have > > p(x) dx = a b \exp(-(b \exp(-ax) + ax)) dx > > And Wikipedia has > > p(x) = 1/beta exp(-(z + exp(-z))) where z = (x - mu)/beta > > Now substitute a = 1/beta and write z= ax - mu/beta > > p(x) = a exp(-(ax - mu/beta + exp(-ax + mu/beta)) > > And so > > p(x) = a exp(mu/beta) exp(-(ax + exp(-ax) exp(mu/beta)) > > This matches the GSL definition when you substitute b = exp(mu/beta). > > tl;dr: a = 1.0/beta; b = exp(mu/beta); > > On Sat, Mar 3, 2018 at 2:10 PM, Matias Berrueta <[email protected]> > wrote: > >> Hello there, >> >> Sorry to bother you guys, but I'm trying to use the >> > * `double gsl_ran_gumbel1(const gsl_rng * r, double a, double b)`* > > >> without success. >> >> I have the `location` & `scale` parameters ( >> https://en.wikipedia.org/wiki/Gumbel_distribution) >> how to convert those to `a` & `b` ? >> >> thanks in advance! >> >> Matt >> -- >> Matias Berrueta >> > -- Matias Berrueta
