Source file owl_base_stats_dist_gumbel1.ml

1
2
3
4
5
6
7
8
9
# 1 "src/base/stats/owl_base_stats_dist_gumbel1.ml"
(*
 * OWL - an OCaml numerical library for scientific computing
 * Copyright (c) 2016-2018 Liang Wang <liang.wang@cl.cam.ac.uk>
 *)

let gumbel1_rvs ~a ~b =
  let x = Random.float 1. in
  ((log b) -. (log (-.(log x)))) /. a