@stdlib/stats-base-dists-gumbel-cdf
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    0.0.6 • Public • Published

    Cumulative Distribution Function

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    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.

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    License

    See LICENSE.

    Copyright

    Copyright © 2016-2022. The Stdlib Authors.

    Install

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

    Homepage

    stdlib.io

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    591

    Version

    0.0.6

    License

    Apache-2.0

    Unpacked Size

    52.9 kB

    Total Files

    11

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    Collaborators

    • stdlib-bot
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    • planeshifter
    • rreusser