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Module « scipy.stats »

Fonction genextreme - module scipy.stats

Signature de la fonction genextreme

def genextreme(*args, **kwds) 

Description

help(scipy.stats.genextreme)

A generalized extreme value continuous random variable.

As an instance of the `rv_continuous` class, `genextreme` object inherits from it
a collection of generic methods (see below for the full list),
and completes them with details specific for this particular distribution.

Methods
-------
rvs(c, loc=0, scale=1, size=1, random_state=None)
    Random variates.
pdf(x, c, loc=0, scale=1)
    Probability density function.
logpdf(x, c, loc=0, scale=1)
    Log of the probability density function.
cdf(x, c, loc=0, scale=1)
    Cumulative distribution function.
logcdf(x, c, loc=0, scale=1)
    Log of the cumulative distribution function.
sf(x, c, loc=0, scale=1)
    Survival function  (also defined as ``1 - cdf``, but `sf` is sometimes more accurate).
logsf(x, c, loc=0, scale=1)
    Log of the survival function.
ppf(q, c, loc=0, scale=1)
    Percent point function (inverse of ``cdf`` --- percentiles).
isf(q, c, loc=0, scale=1)
    Inverse survival function (inverse of ``sf``).
moment(order, c, loc=0, scale=1)
    Non-central moment of the specified order.
stats(c, loc=0, scale=1, moments='mv')
    Mean('m'), variance('v'), skew('s'), and/or kurtosis('k').
entropy(c, loc=0, scale=1)
    (Differential) entropy of the RV.
fit(data)
    Parameter estimates for generic data.
    See `scipy.stats.rv_continuous.fit <https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.rv_continuous.fit.html#scipy.stats.rv_continuous.fit>`__ for detailed documentation of the
    keyword arguments.
expect(func, args=(c,), loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds)
    Expected value of a function (of one argument) with respect to the distribution.
median(c, loc=0, scale=1)
    Median of the distribution.
mean(c, loc=0, scale=1)
    Mean of the distribution.
var(c, loc=0, scale=1)
    Variance of the distribution.
std(c, loc=0, scale=1)
    Standard deviation of the distribution.
interval(confidence, c, loc=0, scale=1)
    Confidence interval with equal areas around the median.

See Also
--------
gumbel_r

Notes
-----
For :math:`c=0`, `genextreme` is equal to `gumbel_r` with
probability density function

.. math::

    f(x) = \exp(-\exp(-x)) \exp(-x),

where :math:`-\infty < x < \infty`.

For :math:`c \ne 0`, the probability density function for `genextreme` is:

.. math::

    f(x, c) = \exp(-(1-c x)^{1/c}) (1-c x)^{1/c-1},

where :math:`-\infty < x \le 1/c` if :math:`c > 0` and
:math:`1/c \le x < \infty` if :math:`c < 0`.

Note that several sources and software packages use the opposite
convention for the sign of the shape parameter :math:`c`.

`genextreme` takes ``c`` as a shape parameter for :math:`c`.

The probability density above is defined in the "standardized" form. To shift
and/or scale the distribution use the ``loc`` and ``scale`` parameters.
Specifically, ``genextreme.pdf(x, c, loc, scale)`` is identically
equivalent to ``genextreme.pdf(y, c) / scale`` with
``y = (x - loc) / scale``. Note that shifting the location of a distribution
does not make it a "noncentral" distribution; noncentral generalizations of
some distributions are available in separate classes.

Examples
--------
>>> import numpy as np
>>> from scipy.stats import genextreme
>>> import matplotlib.pyplot as plt
>>> fig, ax = plt.subplots(1, 1)

Calculate the first four moments:

>>> c = -0.1
>>> mean, var, skew, kurt = genextreme.stats(c, moments='mvsk')

Display the probability density function (``pdf``):

>>> x = np.linspace(genextreme.ppf(0.01, c),
...                 genextreme.ppf(0.99, c), 100)
>>> ax.plot(x, genextreme.pdf(x, c),
...        'r-', lw=5, alpha=0.6, label='genextreme pdf')

Alternatively, the distribution object can be called (as a function)
to fix the shape, location and scale parameters. This returns a "frozen"
RV object holding the given parameters fixed.

Freeze the distribution and display the frozen ``pdf``:

>>> rv = genextreme(c)
>>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')

Check accuracy of ``cdf`` and ``ppf``:

>>> vals = genextreme.ppf([0.001, 0.5, 0.999], c)
>>> np.allclose([0.001, 0.5, 0.999], genextreme.cdf(vals, c))
True

Generate random numbers:

>>> r = genextreme.rvs(c, size=1000)

And compare the histogram:

>>> ax.hist(r, density=True, bins='auto', histtype='stepfilled', alpha=0.2)
>>> ax.set_xlim([x[0], x[-1]])
>>> ax.legend(loc='best', frameon=False)
>>> plt.show()

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