Gev

Documentation

class Distribution d where

Distribution Class for the GEV family of distributions. That is, each of the distributions considered will have a CDF, PDF and Quantile function.

Minimal complete definition

(cdf | complCdf), (pdf | logPdf), (quantile | complQuantile)

Methods

cdf :: d -> Double -> Double

Cumulative Distribution Function (CDF) of a given distribution. i.e. $mathbb{P}(X leq x)$ for $x in Omega(X)$ (i.e. x is in the support of X)

cdf d +∞ = 1
cdf d -∞ = 0

complCdf :: d -> Double -> Double

Complement of the CDF, i.e. $mathbb{P}(X geq x)$.

pdf :: d -> Double -> Double

Probability Density Function (pdf) of a distribution. i.e. $mathbb{P}(X = x)$ for $x in Omega(X)$ (i.e. x is in the support of X)

logPdf :: d -> Double -> Double

Log density of a given distribution i.e. density for $Y = log X$

quantile :: d -> Double -> Double

Quantile function (a.k.a inverse CDF) of a distribution. i.e. $F^{-1}(x)$ for $x in [0, 1]$.

complQuantile :: d -> Double -> Double

Quantile complement, i.e. Quantile for level $1 - alpha$.

randGen :: StatefulGen g m => d -> g -> m Double

generate random value of the Distribution.

Instances

Distribution FrechetDistribution

Gev.Distribution instance implementation for the Frechet Distribution

Defined in Gev.Frechet

Methods

cdf :: FrechetDistribution -> Double -> Double

complCdf :: FrechetDistribution -> Double -> Double

pdf :: FrechetDistribution -> Double -> Double

logPdf :: FrechetDistribution -> Double -> Double

quantile :: FrechetDistribution -> Double -> Double

complQuantile :: FrechetDistribution -> Double -> Double

randGen :: StatefulGen g m => FrechetDistribution -> g -> m Double

Distribution GevDistribution

Defined in Gev.GevDist

Methods

cdf :: GevDistribution -> Double -> Double

complCdf :: GevDistribution -> Double -> Double

pdf :: GevDistribution -> Double -> Double

logPdf :: GevDistribution -> Double -> Double

quantile :: GevDistribution -> Double -> Double

complQuantile :: GevDistribution -> Double -> Double

randGen :: StatefulGen g m => GevDistribution -> g -> m Double

Distribution GumbelDistribution

Gev.Distribution instance implementation for the Gumbel Distribution

Defined in Gev.Gumbel

Methods

cdf :: GumbelDistribution -> Double -> Double

complCdf :: GumbelDistribution -> Double -> Double

pdf :: GumbelDistribution -> Double -> Double

logPdf :: GumbelDistribution -> Double -> Double

quantile :: GumbelDistribution -> Double -> Double

complQuantile :: GumbelDistribution -> Double -> Double

randGen :: StatefulGen g m => GumbelDistribution -> g -> m Double

Distribution WeibullDistribution

Defined in Gev.Weibull

Methods

cdf :: WeibullDistribution -> Double -> Double

complCdf :: WeibullDistribution -> Double -> Double

pdf :: WeibullDistribution -> Double -> Double

logPdf :: WeibullDistribution -> Double -> Double

quantile :: WeibullDistribution -> Double -> Double

complQuantile :: WeibullDistribution -> Double -> Double

randGen :: StatefulGen g m => WeibullDistribution -> g -> m Double