@stdlib/stats
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Standard library statistical functions.
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{{alias}}( [α, s, m] )
Returns a Fréchet distribution object.
Parameters
----------
α: number (optional)
Shape parameter. Must be greater than `0`. Default: `1.0`.
s: number (optional)
Scale parameter. Must be greater than `0`. Default: `1.0`.
m: number (optional)
Location parameter. Default: `0.0`.
Returns
-------
frechet: Object
Distribution instance.
frechet.alpha: number
Shape parameter. If set, the value must be greater than `0`.
frechet.s: number
Scale parameter. If set, the value must be greater than `0`.
frechet.m: number
Location parameter.
frechet.entropy: number
Read-only property which returns the differential entropy.
frechet.kurtosis: number
Read-only property which returns the excess kurtosis.
frechet.mean: number
Read-only property which returns the expected value.
frechet.median: number
Read-only property which returns the median.
frechet.mode: number
Read-only property which returns the mode.
frechet.skewness: number
Read-only property which returns the skewness.
frechet.stdev: number
Read-only property which returns the standard deviation.
frechet.variance: number
Read-only property which returns the variance.
frechet.cdf: Function
Evaluates the cumulative distribution function (CDF).
frechet.logcdf: Function
Evaluates the natural logarithm of the cumulative distribution function
(CDF).
frechet.logpdf: Function
Evaluates the natural logarithm of the probability density function
(PDF).
frechet.pdf: Function
Evaluates the probability density function (PDF).
frechet.quantile: Function
Evaluates the quantile function at probability `p`.
Examples
--------
> var frechet = {{alias}}( 1.0, 1.0, 0.0 );
> frechet.alpha
1.0
> frechet.s
1.0
> frechet.m
0.0
> frechet.entropy
~2.154
> frechet.kurtosis
Infinity
> frechet.mean
Infinity
> frechet.median
~1.443
> frechet.mode
0.5
> frechet.skewness
Infinity
> frechet.stdev
Infinity
> frechet.variance
Infinity
> frechet.cdf( 0.8 )
~0.287
> frechet.logcdf( 0.8 )
-1.25
> frechet.logpdf( 0.8 )
~-0.804
> frechet.pdf( 0.8 )
~0.448
> frechet.quantile( 0.8 )
~4.481
See Also
--------