the GEV Distribution (http://ift.tt/1vBT3bk) has 3 parameters:
μ ∈ R — location,
σ > 0 — scale
ξ ∈ R — shape
However, the C++ 11 library only supports a extreme_value_distribution that only supports 2 parameters:
So this implementation lacks the shape parameter (ξ). Is there a way to generate random numbers in C++ with a GEV distribution?
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