@stdlib/stats-base-dists-frechet NPM

Fréchet

Fréchet distribution.

Installation

npm install @stdlib/stats-base-dists-frechet

Usage

var frechet = require( '@stdlib/stats-base-dists-frechet' );

frechet

Fréchet distribution.

var dist = frechet;
// returns {...}

The namespace contains the following distribution functions:

cdf( x, alpha, s, m ): Fréchet distribution cumulative distribution function.
logcdf( x, alpha, s, m ): Fréchet distribution logarithm of cumulative distribution function.
logpdf( x, alpha, s, m ): Fréchet distribution logarithm of probability density function.
pdf( x, alpha, s, m ): Fréchet distribution probability density function.
quantile( p, alpha, s, m ): Fréchet distribution quantile function.

The namespace contains the following functions for calculating distribution properties:

entropy( alpha, s, m ): Fréchet distribution differential entropy.
kurtosis( alpha, s, m ): Fréchet distribution kurtosis.
mean( alpha, s, m ): Fréchet distribution expected value.
median( alpha, s, m ): Fréchet distribution median.
mode( alpha, s, m ): Fréchet distribution mode.
skewness( alpha, s, m ): Fréchet distribution skewness.
stdev( alpha, s, m ): Fréchet distribution standard deviation.
variance( alpha, s, m ): Fréchet distribution variance.

The namespace contains a constructor function for creating a Fréchet distribution object.

Frechet( [alpha, s, m] ): Fréchet distribution constructor.

var Frechet = require( '@stdlib/stats-base-dists-frechet' ).Frechet;

var dist = new Frechet( 2.0, 4.0, 3.0 );

var y = dist.pdf( 5.5 );
// returns ~0.158

Examples

var objectKeys = require( '@stdlib/utils-keys' );
var frechet = require( '@stdlib/stats-base-dists-frechet' );

console.log( objectKeys( frechet ) );

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.