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Gumbel
Gumbel distribution.
Installation
npm install @stdlib/stats-base-dists-gumbel
Usage
var gumbel = require( '@stdlib/stats-base-dists-gumbel' );
gumbel
Gumbel distribution.
var dist = gumbel;
// returns {...}
The namespace contains the following distribution functions:
-
cdf( x, mu, beta )
: Gumbel distribution cumulative distribution function. -
logcdf( x, mu, beta )
: Gumbel distribution logarithm of cumulative distribution function. -
logpdf( x, mu, beta )
: Gumbel distribution logarithm of probability density function (PDF). -
mgf( t, mu, beta )
: Gumbel distribution moment-generating function (MGF). -
pdf( x, mu, beta )
: Gumbel distribution probability density function (PDF). -
quantile( p, mu, beta )
: Gumbel distribution quantile function.
The namespace contains the following functions for calculating distribution properties:
-
entropy( mu, beta )
: Gumbel distribution differential entropy. -
kurtosis( mu, beta )
: Gumbel distribution excess kurtosis. -
mean( mu, beta )
: Gumbel distribution expected value. -
median( mu, beta )
: Gumbel distribution median. -
mode( mu, beta )
: Gumbel distribution mode. -
skewness( mu, beta )
: Gumbel distribution skewness. -
stdev( mu, beta )
: Gumbel distribution standard deviation. -
variance( mu, beta )
: Gumbel distribution variance.
The namespace contains a constructor function for creating a Gumbel distribution object.
-
Gumbel( [mu, beta] )
: Gumbel distribution constructor.
var Gumbel = require( '@stdlib/stats-base-dists-gumbel' ).Gumbel;
var dist = new Gumbel( 2.0, 4.0 );
var y = dist.pdf( 2.0 );
// returns ~0.092
Examples
var objectKeys = require( '@stdlib/utils-keys' );
var gumbel = require( '@stdlib/stats-base-dists-gumbel' );
console.log( objectKeys( gumbel ) );
Notice
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.