earthkit.meteo.stats.array.GumbelDistribution

class earthkit.meteo.stats.array.GumbelDistribution(mu, sigma, freq=None)

Gumbel distribution for extreme value statistics.

Parameters:

mu (Number | array_like) – Offset parameter.
sigma (Number | array_like) – Scale parameter.
freq (None | Number | timedelta) – Temporal frequency (duration between values, technically the inverse frequency) of the represented data. Provides additional context, e.g., to scale return periods computed from the distribution.

cdf(x)

Evaluate the cumulative distribution function (CDF).

Parameters:: x (Number | array_like) – Input value.
Returns:: The probability that a random variable X from the distribution is less than or equal to the input x.
Return type:: Number | array_like

classmethod fit(sample, axis=0, freq=None)

Gumbel distribution with parameters fitted to a sample of values.

Results derived from the fitted distribution will only be meaningful if it is representative of the sample statistics.

Parameters:

sample (numpy.ndarray) – Sample values.
axis (int) – The axis along which to compute the parameters.
freq (None | Number | timedelta) – Temporal frequency (duration between values) of the sample.

ppf(p)

Evaluate the percent point function (PPF; inverse CDF).

Parameters:: p (Number | array_like) – Probability in interval [0, 1].
Returns:: x such that the probability of a random variable from the distribution taking a value less than or equal to x is p.
Return type:: Number | array_like