extreme_value.hpp

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// toolboxes/stats/include/nk/stats/distributions/extreme_value.hpp
//
// Type-I extreme value (Gumbel for minima) distribution.
 
#pragma once
 
#include <memory_resource>
#include <nk/value/value.hpp>
 
#include <tuple>
 
namespace nk {

 namespace ops { class RngContext; } }
 
namespace nk::stats {

Value evpdf(const Value &x, double mu, double sigma,
            std::pmr::memory_resource *mr = nullptr);

Value evcdf(const Value &x, double mu, double sigma,
            std::pmr::memory_resource *mr = nullptr);

Value evinv(const Value &p, double mu, double sigma,
            std::pmr::memory_resource *mr = nullptr);

Value evrnd(::nk::ops::RngContext &rng, double mu, double sigma, size_t rows = 1, size_t cols = 1,
            std::pmr::memory_resource *mr = nullptr);

std::tuple<double, double> evstat(double mu, double sigma);

Value evfit(const Value &x, std::pmr::memory_resource *mr = nullptr);

Value evfit(const Value &x, const Value &censoring, const Value &freq,
            std::pmr::memory_resource *mr = nullptr);

Value evfit_ci(const Value &x, double alpha = 0.05,
               std::pmr::memory_resource *mr = nullptr);

Value evfit_ci(const Value &x, double alpha,
               const Value &censoring, const Value &freq,
               std::pmr::memory_resource *mr = nullptr);
 

} // namespace nk::stats