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@stdlib/stats

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Standard library statistical functions.

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<!-- @license Apache-2.0 Copyright (c) 2018 The Stdlib Authors. Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License. --> # Fréchet > Fréchet distribution constructor. <!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. --> <section class="intro"> </section> <!-- /.intro --> <!-- Package usage documentation. --> <section class="usage"> ## Usage ```javascript var Frechet = require( '@stdlib/stats/base/dists/frechet/ctor' ); ``` #### Frechet( \[alpha, s, m] ) Returns a [Fréchet][frechet-distribution] distribution object. ```javascript var frechet = new Frechet(); var mu = frechet.mean; // returns Infinity ``` By default, `alpha = 1.0`, `s = 1.0`, and `m = 0.0`. To create a distribution having a different `alpha` (shape), `s` (scale), and `m` (location), provide the corresponding arguments. ```javascript var frechet = new Frechet( 2.0, 4.0, 3.5 ); var mu = frechet.mean; // returns ~10.59 ``` * * * ## frechet An [Fréchet][frechet-distribution] distribution object has the following properties and methods... ### Writable Properties #### frechet.alpha Shape parameter of the distribution. `alpha` **must** be a positive number. ```javascript var frechet = new Frechet(); var alpha = frechet.alpha; // returns 1.0 frechet.alpha = 0.5; alpha = frechet.alpha; // returns 0.5 ``` #### frechet.s Scale parameter of the distribution. `s` **must** be a positive number. ```javascript var frechet = new Frechet( 2.0, 4.0, 1.5 ); var s = frechet.s; // returns 4.0 frechet.s = 3.0; s = frechet.s; // returns 3.0 ``` #### frechet.m Location parameter of the distribution. ```javascript var frechet = new Frechet( 2.0, 2.0, 4.0 ); var m = frechet.m; // returns 4.0 frechet.m = 3.0; m = frechet.m; // returns 3.0 ``` * * * ### Computed Properties #### Frechet.prototype.entropy Returns the [differential entropy][entropy]. ```javascript var frechet = new Frechet( 4.0, 12.0, 2.0 ); var entropy = frechet.entropy; // returns ~2.82 ``` #### Frechet.prototype.kurtosis Returns the [excess kurtosis][kurtosis]. ```javascript var frechet = new Frechet( 4.0, 12.0, 2.0 ); var kurtosis = frechet.kurtosis; // returns Infinity ``` #### Frechet.prototype.mean Returns the [expected value][expected-value]. ```javascript var frechet = new Frechet( 4.0, 12.0, 2.0 ); var mu = frechet.mean; // returns ~16.705 ``` #### Frechet.prototype.median Returns the [median][median]. ```javascript var frechet = new Frechet( 4.0, 12.0, 2.0 ); var median = frechet.median; // returns ~15.151 ``` #### Frechet.prototype.mode Returns the [mode][mode]. ```javascript var frechet = new Frechet( 4.0, 12.0, 2.0 ); var mode = frechet.mode; // returns ~13.349 ``` #### Frechet.prototype.skewness Returns the [skewness][skewness]. ```javascript var frechet = new Frechet( 4.0, 12.0, 2.0 ); var skewness = frechet.skewness; // returns ~5.605 ``` #### Frechet.prototype.stdev Returns the [standard deviation][standard-deviation]. ```javascript var frechet = new Frechet( 4.0, 12.0, 2.0 ); var s = frechet.stdev; // returns ~6.245 ``` #### Frechet.prototype.variance Returns the [variance][variance]. ```javascript var frechet = new Frechet( 4.0, 12.0, 2.0 ); var s2 = frechet.variance; // returns ~38.996 ``` * * * ### Methods #### Frechet.prototype.cdf( x ) Evaluates the [cumulative distribution function][cdf] (CDF). ```javascript var frechet = new Frechet( 2.0, 4.0, 3.0 ); var y = frechet.cdf( 2.5 ); // returns 0.0 ``` #### Frechet.prototype.logcdf( x ) Evaluates the natural logarithm of the [cumulative distribution function][cdf] (CDF). ```javascript var frechet = new Frechet( 2.0, 4.0, 3.0 ); var y = frechet.logcdf( 2.5 ); // returns -Infinity ``` #### Frechet.prototype.logpdf( x ) Evaluates the natural logarithm of the [probability density function][pdf] (PDF). ```javascript var frechet = new Frechet( 2.0, 4.0, 3.0 ); var y = frechet.logpdf( 5.5 ); // returns ~-1.843 ``` #### Frechet.prototype.pdf( x ) Evaluates the [probability density function][pdf] (PDF). ```javascript var frechet = new Frechet( 2.0, 4.0, 3.0 ); var y = frechet.pdf( 5.5 ); // returns ~0.158 ``` #### Frechet.prototype.quantile( p ) Evaluates the [quantile function][quantile-function] at probability `p`. ```javascript var frechet = new Frechet( 2.0, 4.0, 3.0 ); var y = frechet.quantile( 0.5 ); // returns ~7.804 y = frechet.quantile( 1.9 ); // returns NaN ``` </section> <!-- /.usage --> <!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="notes"> </section> <!-- /.notes --> <!-- Package usage examples. --> * * * <section class="examples"> ## Examples <!-- eslint no-undef: "error" --> ```javascript var Frechet = require( '@stdlib/stats/base/dists/frechet/ctor' ); var frechet = new Frechet( 2.0, 4.0, 3.0 ); var mu = frechet.mean; // returns ~10.09 var median = frechet.median; // returns ~7.804 var s2 = frechet.variance; // returns Infinity var y = frechet.cdf( 2.5 ); // returns 0.0 ``` </section> <!-- /.examples --> <!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="references"> </section> <!-- /.references --> <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> <section class="related"> </section> <!-- /.related --> <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="links"> [frechet-distribution]: https://en.wikipedia.org/wiki/Fr%C3%A9chet_distribution [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function [pdf]: https://en.wikipedia.org/wiki/Probability_density_function [quantile-function]: https://en.wikipedia.org/wiki/Quantile_function [entropy]: https://en.wikipedia.org/wiki/Entropy_%28information_theory%29 [expected-value]: https://en.wikipedia.org/wiki/Expected_value [kurtosis]: https://en.wikipedia.org/wiki/Kurtosis [median]: https://en.wikipedia.org/wiki/Median [mode]: https://en.wikipedia.org/wiki/Mode_%28statistics%29 [skewness]: https://en.wikipedia.org/wiki/Skewness [standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation [variance]: https://en.wikipedia.org/wiki/Variance </section> <!-- /.links -->