@rec-math/math

RecMath mathematics module.

Mathematics for the browser (and TypeScript/Javascript).

Getting started - in the browser

Load RecMath from a CDN

<script src="https://cdn.jsdelivr.net/npm/@rec-math/math@1"></script>

Getting started - Node.js

Install the package with npm i @rec-math/math and import what you want.

import * as RecMath from '@rec-math/math';

Usage

Numerical integration (quadrature)

const [result, info] = RecMath.numerical.quad(
  (x) => Math.exp(-x), // A function to integrate.
  [0, Infinity], // A range to integrate over.
);
console.log(result); // 1
console.log(info);
// { steps: 14, errorEstimate: 3.384539692172424e-16, depth: 7 }

The range can have intermediate points:

const [result, { steps, points }] = RecMath.numerical.quad(
  // Normal distribution.
  (t) => Math.exp(-0.5 * t * t) / Math.sqrt(2 * Math.PI),
  [-Infinity, -3, -2, -1, 1, 2, 3, Infinity],
);

console.log(result, steps); // { result: 1, steps: 32 }

// 68%, 96% and 99.7% confidence intervals.
const oneSigma = points[3][0];
const twoSigma = oneSigma + points[2][0] + points[4][0];
const threeSigma = 1 - points[0][0] - points[6][0];

console.log({ oneSigma, twoSigma, threeSigma });
// {
//   oneSigma: 0.682689492137086,
//   twoSigma: 0.9544997361036417,
//   threeSigma: 0.9973002039367398
// }