@stdlib/stats-base-dists-gumbel-cdf
TypeScript icon, indicating that this package has built-in type declarations

0.2.2 • Public • Published
About stdlib...

We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.

The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.

When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.

To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!

Cumulative Distribution Function

NPM version Build Status Coverage Status

Gumbel distribution cumulative distribution function.

The cumulative distribution function for a Gumbel random variable is

Cumulative distribution function for a Gumbel distribution.

where mu is the location parameter and beta > 0 is the scale parameter.

Installation

npm install @stdlib/stats-base-dists-gumbel-cdf

Usage

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

cdf( x, mu, beta )

Evaluates the cumulative distribution function (CDF) for a Gumbel distribution with parameters mu (location parameter) and beta (scale parameter).

var y = cdf( 10.0, 0.0, 3.0 );
// returns ~0.965

y = cdf( -2.0, 0.0, 3.0 );
// returns ~0.143

y = cdf( 0.0, 0.0, 1.0 );
// returns ~0.368

If provided NaN as any argument, the function returns NaN.

var y = cdf( NaN, 0.0, 1.0 );
// returns NaN

y = cdf( 0.0, NaN, 1.0 );
// returns NaN

y = cdf( 0.0, 0.0, NaN );
// returns NaN

If provided beta <= 0, the function returns NaN.

var y = cdf( 2.0, 0.0, -1.0 );
// returns NaN

y = cdf( 2.0, 0.0, 0.0 );
// returns NaN

cdf.factory( mu, beta )

Returns a function for evaluating the cumulative distribution function of a Gumbel distribution with parameters mu (location parameter) and beta (scale parameter).

var mycdf = cdf.factory( 0.0, 3.0 );

var y = mycdf( 10.0 );
// returns ~0.965

y = mycdf( -2.0 );
// returns ~0.143

Examples

var randu = require( '@stdlib/random-base-randu' );
var cdf = require( '@stdlib/stats-base-dists-gumbel-cdf' );

var beta;
var mu;
var x;
var y;
var i;

for ( i = 0; i < 100; i++ ) {
    x = randu() * 10.0;
    mu = randu() * 10.0;
    beta = randu() * 10.0;
    y = cdf( x, mu, beta );
    console.log( 'x: %d, µ: %d, β: %d, F(x;µ,β): %d', x.toFixed( 4 ), mu.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) );
}

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

Chat


License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.

/@stdlib/stats-base-dists-gumbel-cdf/

    Package Sidebar

    Install

    npm i @stdlib/stats-base-dists-gumbel-cdf

    Homepage

    stdlib.io

    Weekly Downloads

    32,117

    Version

    0.2.2

    License

    Apache-2.0

    Unpacked Size

    42.4 kB

    Total Files

    13

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser