Probability distributions
The probability distributions supported by lmoments3
are summarised in the table below.
Name |
lmoments3 name |
scipy name |
Parameters |
---|---|---|---|
Exponential |
exp |
expon |
loc, scale |
Gamma |
gam |
gamma |
a, loc, scale (The location parameter is not calculated using L-moments and assumed to be zero.) |
Generalised Extreme Value |
gev |
genextreme |
c, loc, scale |
Generalised Logistic |
glo |
n/a |
k, loc, scale |
Generalised Normal |
gno |
n/a |
k, loc, scale |
Generalised Pareto |
gpa |
genpareto |
c, loc, scale |
Gumbel |
gum |
gumbel_r |
loc, scale |
Kappa |
kap |
n/a |
k, h, loc, scale |
Normal |
nor |
norm |
loc, scale |
Pearson III |
pe3 |
pearson3 |
skew, loc, scale |
Wakeby |
wak |
n/a |
beta, gamma, delta, loc, scale |
Weibull |
wei |
weibull_min |
c, loc, scale |
All distributions in the table above are included in the lmoments3.distr
module. They can be used like any other
scipy.stats.rv_continous
distribution (documentation).
Basic usage is as follows:
from lmoments3 import distr
general_exp_distr = distr.exp
Or a distribution with parameters “frozen”:
exp_distr = distr.exp(loc=0, scale=2)