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Gumbel
Gumbel distribution constructor.
Installation
npm install @stdlib/stats-base-dists-gumbel-ctorUsage
var Gumbel = require( '@stdlib/stats-base-dists-gumbel-ctor' );Gumbel( [mu, beta] )
Returns a Gumbel distribution object.
var gumbel = new Gumbel();
var mean = gumbel.mean;
// returns ~0.577By default, mu = 0.0 and beta = 1.0. To create a distribution having a different mu (location parameter) and beta (scale parameter), provide the corresponding arguments.
var gumbel = new Gumbel( 2.0, 4.0 );
var mean = gumbel.mean;
// returns ~4.309gumbel
A Gumbel distribution object has the following properties and methods...
Writable Properties
gumbel.mu
Location parameter of the distribution.
var gumbel = new Gumbel();
var mu = gumbel.mu;
// returns 0.0
gumbel.mu = 3.0;
mu = gumbel.mu;
// returns 3.0gumbel.beta
Scale parameter of the distribution. beta must be a positive number.
var gumbel = new Gumbel( 2.0, 4.0 );
var beta = gumbel.beta;
// returns 4.0
gumbel.beta = 3.0;
beta = gumbel.beta;
// returns 3.0Computed Properties
Gumbel.prototype.entropy
Returns the differential entropy.
var gumbel = new Gumbel( 4.0, 12.0 );
var entropy = gumbel.entropy;
// returns ~4.062Gumbel.prototype.kurtosis
Returns the excess kurtosis.
var gumbel = new Gumbel( 4.0, 12.0 );
var kurtosis = gumbel.kurtosis;
// returns 2.4Gumbel.prototype.mean
Returns the expected value.
var gumbel = new Gumbel( 4.0, 12.0 );
var mu = gumbel.mean;
// returns ~10.927Gumbel.prototype.median
Returns the median.
var gumbel = new Gumbel( 4.0, 12.0 );
var median = gumbel.median;
// returns ~8.398Gumbel.prototype.mode
Returns the mode.
var gumbel = new Gumbel( 4.0, 12.0 );
var mode = gumbel.mode;
// returns 4.0Gumbel.prototype.skewness
Returns the skewness.
var gumbel = new Gumbel( 4.0, 12.0 );
var skewness = gumbel.skewness;
// returns ~1.14Gumbel.prototype.stdev
Returns the standard deviation.
var gumbel = new Gumbel( 4.0, 12.0 );
var s = gumbel.stdev;
// returns ~15.391Gumbel.prototype.variance
Returns the variance.
var gumbel = new Gumbel( 4.0, 12.0 );
var s2 = gumbel.variance;
// returns ~236.871Methods
Gumbel.prototype.cdf( x )
Evaluates the cumulative distribution function (CDF).
var gumbel = new Gumbel( 2.0, 4.0 );
var y = gumbel.cdf( 0.5 );
// returns ~0.233Gumbel.prototype.logcdf( x )
Evaluates the natural logarithm of the cumulative distribution function (CDF).
var gumbel = new Gumbel( 2.0, 4.0 );
var y = gumbel.logcdf( 2.0 );
// returns -1.0Gumbel.prototype.logpdf( x )
Evaluates the natural logarithm of the probability density function (PDF).
var gumbel = new Gumbel( 2.0, 4.0 );
var y = gumbel.logpdf( 0.8 );
// returns ~-2.436Gumbel.prototype.mgf( t )
Evaluates the moment-generating function (MGF).
var gumbel = new Gumbel( 2.0, 4.0 );
var y = gumbel.mgf( 0.1 );
// returns ~1.819Gumbel.prototype.pdf( x )
Evaluates the probability density function (PDF).
var gumbel = new Gumbel( 2.0, 4.0 );
var y = gumbel.pdf( 2.0 );
// returns ~0.092Gumbel.prototype.quantile( p )
Evaluates the quantile function at probability p.
var gumbel = new Gumbel( 2.0, 4.0 );
var y = gumbel.quantile( 0.5 );
// returns ~3.466
y = gumbel.quantile( 1.9 );
// returns NaNExamples
var Gumbel = require( '@stdlib/stats-base-dists-gumbel-ctor' );
var gumbel = new Gumbel( 2.0, 4.0 );
var mean = gumbel.mean;
// returns ~4.309
var median = gumbel.median;
// returns ~3.466
var s2 = gumbel.variance;
// returns ~26.319
var y = gumbel.cdf( 0.8 );
// returns ~0.259Notice
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.