Extreme value random numbers
R = evrnd(mu,sigma)
R = evrnd(mu,sigma,m,n,...)
R = evrnd(mu,sigma,[m,n,...])
R = evrnd(mu,sigma) generates random numbers from the extreme value distribution with parameters specified by location parameter mu and scale parameter sigma. mu and sigma can be vectors, matrices, or multidimensional arrays that have the same size, which is also the size of R. A scalar input for mu or sigma is expanded to a constant array with the same dimensions as the other input.
R = evrnd(mu,sigma,m,n,...) or R = evrnd(mu,sigma,[m,n,...]) generates an m-by-n-by-... array containing random numbers from the extreme value distribution with parameters mu and sigma. mu and sigma can each be scalars or arrays of the same size as R.
The type 1 extreme value distribution is also known as the Gumbel distribution. The version used here is suitable for modeling minima; the mirror image of this distribution can be used to model maxima by negating R. See Extreme Value Distribution for more details. If x has a Weibull distribution, then X = log(x) has the type 1 extreme value distribution.