Gumbel.h

// -*-c++-*-
//----------------------------------------------------------------------------
//  xc utils library; general purpose classes and functions.
//
//  Copyright (C)  Luis C. Pérez Tato
//
//  XC utils is free software: you can redistribute it and/or modify
//  it under the terms of the GNU General Public License as published by
//  the Free Software Foundation, either version 3 of the License, or 
//  (at your option) any later version.
//
//  This software is distributed in the hope that it will be useful, but 
//  WITHOUT ANY WARRANTY; without even the implied warranty of
//  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
//  GNU General Public License for more details.  
//
// You should have received a copy of the GNU General Public License 
// along with this program.
// If not, see <http://www.gnu.org/licenses/>.
//----------------------------------------------------------------------------
//Gumbel.h

#ifndef GUMBEL_HXX
#define GUMBEL_HXX

#include <cmath>

class Gumbel
  {
    double a;
    double u;
  public:
    Gumbel(const double &alpha, const double &u_)
      : a(alpha), u(u_) {}
    double operator()(const double &x) const
      { return exp(-exp(-a*(x-u))); }
    double Inv(const double &F) const
      { return u-(log(-log(F)))/a; }
  };

#endif