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Fréchet
Fréchet distribution constructor.
Installation
npm install @stdlib/stats-base-dists-frechet-ctorUsage
var Frechet = require( '@stdlib/stats-base-dists-frechet-ctor' );Frechet( [alpha, s, m] )
Returns a Fréchet distribution object.
var frechet = new Frechet();
var mu = frechet.mean;
// returns InfinityBy default, alpha = 1.0, s = 1.0, and m = 0.0. To create a distribution having a different alpha (shape), s (scale), and m (location), provide the corresponding arguments.
var frechet = new Frechet( 2.0, 4.0, 3.5 );
var mu = frechet.mean;
// returns ~10.59frechet
An Fréchet distribution object has the following properties and methods...
Writable Properties
frechet.alpha
Shape parameter of the distribution. alpha must be a positive number.
var frechet = new Frechet();
var alpha = frechet.alpha;
// returns 1.0
frechet.alpha = 0.5;
alpha = frechet.alpha;
// returns 0.5frechet.s
Scale parameter of the distribution. s must be a positive number.
var frechet = new Frechet( 2.0, 4.0, 1.5 );
var s = frechet.s;
// returns 4.0
frechet.s = 3.0;
s = frechet.s;
// returns 3.0frechet.m
Location parameter of the distribution.
var frechet = new Frechet( 2.0, 2.0, 4.0 );
var m = frechet.m;
// returns 4.0
frechet.m = 3.0;
m = frechet.m;
// returns 3.0Computed Properties
Frechet.prototype.entropy
Returns the differential entropy.
var frechet = new Frechet( 4.0, 12.0, 2.0 );
var entropy = frechet.entropy;
// returns ~2.82Frechet.prototype.kurtosis
Returns the excess kurtosis.
var frechet = new Frechet( 4.0, 12.0, 2.0 );
var kurtosis = frechet.kurtosis;
// returns InfinityFrechet.prototype.mean
Returns the expected value.
var frechet = new Frechet( 4.0, 12.0, 2.0 );
var mu = frechet.mean;
// returns ~16.705Frechet.prototype.median
Returns the median.
var frechet = new Frechet( 4.0, 12.0, 2.0 );
var median = frechet.median;
// returns ~15.151Frechet.prototype.mode
Returns the mode.
var frechet = new Frechet( 4.0, 12.0, 2.0 );
var mode = frechet.mode;
// returns ~13.349Frechet.prototype.skewness
Returns the skewness.
var frechet = new Frechet( 4.0, 12.0, 2.0 );
var skewness = frechet.skewness;
// returns ~5.605Frechet.prototype.stdev
Returns the standard deviation.
var frechet = new Frechet( 4.0, 12.0, 2.0 );
var s = frechet.stdev;
// returns ~6.245Frechet.prototype.variance
Returns the variance.
var frechet = new Frechet( 4.0, 12.0, 2.0 );
var s2 = frechet.variance;
// returns ~38.996Methods
Frechet.prototype.cdf( x )
Evaluates the cumulative distribution function (CDF).
var frechet = new Frechet( 2.0, 4.0, 3.0 );
var y = frechet.cdf( 2.5 );
// returns 0.0Frechet.prototype.logcdf( x )
Evaluates the natural logarithm of the cumulative distribution function (CDF).
var frechet = new Frechet( 2.0, 4.0, 3.0 );
var y = frechet.logcdf( 2.5 );
// returns -InfinityFrechet.prototype.logpdf( x )
Evaluates the natural logarithm of the probability density function (PDF).
var frechet = new Frechet( 2.0, 4.0, 3.0 );
var y = frechet.logpdf( 5.5 );
// returns ~-1.843Frechet.prototype.pdf( x )
Evaluates the probability density function (PDF).
var frechet = new Frechet( 2.0, 4.0, 3.0 );
var y = frechet.pdf( 5.5 );
// returns ~0.158Frechet.prototype.quantile( p )
Evaluates the quantile function at probability p.
var frechet = new Frechet( 2.0, 4.0, 3.0 );
var y = frechet.quantile( 0.5 );
// returns ~7.804
y = frechet.quantile( 1.9 );
// returns NaNExamples
var Frechet = require( '@stdlib/stats-base-dists-frechet-ctor' );
var frechet = new Frechet( 2.0, 4.0, 3.0 );
var mu = frechet.mean;
// returns ~10.09
var median = frechet.median;
// returns ~7.804
var s2 = frechet.variance;
// returns Infinity
var y = frechet.cdf( 2.5 );
// returns 0.0Notice
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
Community
License
See LICENSE.
Copyright
Copyright © 2016-2024. The Stdlib Authors.