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The Gumbel Distribution Functions and Gradients

Berent Ånund Strømnes Lunde

Last update: 16 April 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.1

Cites work

• Extreme Value Theory
• Adept 2.0: a combined automatic differentiation and array library for C++

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