linear-regression
(require gev-distribution) | package: gev-distribution |
This package provides basic distributional quantities (i.e. CDF, PDF, Quantile and Random Generation) for the family of Extreme-Value Distributions; the Gumbel, Fréchet, (inverse) Weibull and the GEV Distribution.
1 Installation
To install this library, use:
raco pkg install gev-distribution |
You can keep the package up to date by using
raco pkg update gev-distribution |
2 Using the Package
The package gives access to four functions for each of the Gumbel, Fréchet, (inverse) Weibull and GEV distributions. Those are: the Cumulative Distribution Function (CDF), Probability Density Function (PDF), Quantile or Inverse-CDF and random generation of the distribution. The exact function provide are listed below.
Gumbel: gumbel-cdf, gumbel-pdf, gumbel-quantile and gumbel-random;
Fréchet: frechet-cdf, frechet-pdf, frechet-quantile and frechet-random;
Inverse Weibull: inv-weibull-cdf, inv-weibull-pdf, inv-weibull-quantile and inv-weibull-random;
GEV: gev-cdf, gev-pdf, gev-quantile and gev-random.