gev.hpp File Reference

#include <memory_resource>
#include <nk/value/value.hpp>
#include <tuple>

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Functions
Value	nk::stats::gevpdf (const Value &x, double k, double sigma, double mu, std::pmr::memory_resource *mr=nullptr)
	GEV pdf (y = gevpdf(x, k, sigma, mu)).
Value	nk::stats::gevcdf (const Value &x, double k, double sigma, double mu, std::pmr::memory_resource *mr=nullptr)
	GEV cdf (p = gevcdf(x, k, sigma, mu)).
Value	nk::stats::gevinv (const Value &p, double k, double sigma, double mu, std::pmr::memory_resource *mr=nullptr)
	GEV inverse cdf (x = gevinv(p, k, sigma, mu)).
Value	nk::stats::gevrnd (::nk::ops::RngContext &rng, double k, double sigma, double mu, size_t rows=1, size_t cols=1, std::pmr::memory_resource *mr=nullptr)
	GEV random samples (r = gevrnd(k, sigma, mu, rows, cols)).
std::tuple< double, double >	nk::stats::gevstat (double k, double sigma, double mu)
	GEV mean and variance ([m, v] = gevstat(k, sigma, mu)).
Value	nk::stats::gevfit (const Value &x, std::pmr::memory_resource *mr=nullptr)
	GEV MLE fit ([parmhat, parmci] = gevfit(x, alpha)).
Value	nk::stats::gevfit_ci (const Value &x, double alpha=0.05, std::pmr::memory_resource *mr=nullptr)
	95% Wald CI for gevfit (pci = gevfit_ci(x, alpha)).