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53 changes: 51 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/gumbel/README.md
Original file line number Diff line number Diff line change
Expand Up @@ -109,10 +109,59 @@ var y = dist.pdf( 2.0 );
<!-- eslint no-undef: "error" -->

```javascript
var objectKeys = require( '@stdlib/utils/keys' );
var Float64Array = require( '@stdlib/array/float64' );
var filledarrayBy = require('@stdlib/array/filled-by');
var mean = require( '@stdlib/stats/base/mean' );
var variance = require( '@stdlib/stats/base/variance' );
var stdev = require( '@stdlib/stats/base/stdev' );
var randGumbel = require( '@stdlib/random/base/gumbel' ).factory;
var gumbel = require( '@stdlib/stats/base/dists/gumbel' );

console.log( objectKeys( gumbel ) );
// Set the parameters of the Gumbel distribution:
var mu = 30.0; // Location parameter (e.g., average annual maximum temperature in °C)
var beta = 5.0; // Scale parameter

// Simulate annual maximum daily temperatures over 1000 years:
var N = 1000;
var rgumbel = randGumbel( mu, beta );
var maxTemperatures = filledarrayBy( N, 'float64', rgumbel );

// Compute theoretical statistics of the Gumbel distribution:
var theoreticalMean = gumbel.mean( mu, beta);
var theoreticalVariance = gumbel.variance( mu, beta );
var theoreticalStdev = gumbel.stdev( mu, beta );

// Compute sample statistics of the simulated data:
var sampleMean = mean( N, maxTemperatures, 1 );
var sampleVariance = variance( N, 1, maxTemperatures, 1 ); // with Bessel's correction
var sampleStdev = stdev( N, 1, maxTemperatures, 1 ); // with Bessel's correction

// Display theoretical and sample statistics:
console.log( '--- Statistical Comparison ---\n' );
console.log( 'Mean:');
console.log( ' Theoretical: %d°C', theoreticalMean.toFixed(2) );
console.log( ' Sample: %d°C\n', sampleMean.toFixed(2) );
console.log( 'Variance:');
console.log( ' Theoretical: %d°C²', theoreticalVariance.toFixed(2) );
console.log( ' Sample: %d°C²\n', sampleVariance.toFixed(2) );
console.log( 'Standard Deviation:' );
console.log( ' Theoretical: %d°C', theoreticalStdev.toFixed(2) );
console.log( ' Sample: %d°C\n', sampleStdev.toFixed(2) );

// Define quantile probabilities:
var p = new Float64Array( [ 0.25, 0.5, 0.75 ] );
var label = [ 'First Quartile', 'Median', 'Third Quartile' ];
var theoreticalQuantiles = new Float64Array([
gumbel.quantile( p[0], mu, beta ),
gumbel.quantile( p[1], mu, beta ),
gumbel.quantile( p[2], mu, beta )
]);

console.log( 'Quantiles:' );
var i;
for ( i = 0; i < p.length; i++ ) {
console.log( label[i] + ': %d°C', theoreticalQuantiles[i].toFixed(2) );
}
```

</section>
Expand Down
53 changes: 51 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/gumbel/examples/index.js
Original file line number Diff line number Diff line change
Expand Up @@ -18,7 +18,56 @@

'use strict';

var objectKeys = require( '@stdlib/utils/keys' );
var Float64Array = require( '@stdlib/array/float64' );
var filledarrayBy = require('@stdlib/array/filled-by');
var mean = require( '@stdlib/stats/base/mean' );
var variance = require( '@stdlib/stats/base/variance' );
var stdev = require( '@stdlib/stats/base/stdev' );
var randGumbel = require( '@stdlib/random/base/gumbel' ).factory;
var gumbel = require( './../lib' );

console.log( objectKeys( gumbel ) );
// Set the parameters of the Gumbel distribution:
var mu = 30.0; // Location parameter (e.g., average annual maximum temperature in °C)
var beta = 5.0; // Scale parameter

// Simulate annual maximum daily temperatures over 1000 years:
var N = 1000;
var rgumbel = randGumbel( mu, beta );
var maxTemperatures = filledarrayBy( N, 'float64', rgumbel );

// Compute theoretical statistics of the Gumbel distribution:
var theoreticalMean = gumbel.mean( mu, beta);
var theoreticalVariance = gumbel.variance( mu, beta );
var theoreticalStdev = gumbel.stdev( mu, beta );

// Compute sample statistics of the simulated data:
var sampleMean = mean( N, maxTemperatures, 1 );
var sampleVariance = variance( N, 1, maxTemperatures, 1 ); // with Bessel's correction
var sampleStdev = stdev( N, 1, maxTemperatures, 1 ); // with Bessel's correction

// Display theoretical and sample statistics:
console.log( '--- Statistical Comparison ---\n' );
console.log( 'Mean:');
console.log( ' Theoretical: %d°C', theoreticalMean.toFixed(2) );
console.log( ' Sample: %d°C\n', sampleMean.toFixed(2) );
console.log( 'Variance:');
console.log( ' Theoretical: %d°C²', theoreticalVariance.toFixed(2) );
console.log( ' Sample: %d°C²\n', sampleVariance.toFixed(2) );
console.log( 'Standard Deviation:' );
console.log( ' Theoretical: %d°C', theoreticalStdev.toFixed(2) );
console.log( ' Sample: %d°C\n', sampleStdev.toFixed(2) );

// Define quantile probabilities:
var p = new Float64Array( [ 0.25, 0.5, 0.75 ] );
var label = [ 'First Quartile', 'Median', 'Third Quartile' ];
var theoreticalQuantiles = new Float64Array([
gumbel.quantile( p[0], mu, beta ),
gumbel.quantile( p[1], mu, beta ),
gumbel.quantile( p[2], mu, beta )
]);

console.log( 'Quantiles:' );
var i;
for ( i = 0; i < p.length; i++ ) {
console.log( label[i] + ': %d°C', theoreticalQuantiles[i].toFixed(2) );
}
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