public static double cdf ( double val , double mu , double sigma , double k ) { final double x = ( val - mu ) / sigma ; if ( k > 0 || k < 0 ) { if ( k * x > 1 ) { return k > 0 ? 1 : 0 ; } return FastMath . exp ( - FastMath . exp ( FastMath . log ( 1 - k * x ) / k ) ) ; } else { // Gumbel case: return FastMath . exp ( - FastMath . exp ( - x ) ) ; } }
CDF of GEV distribution