Exciting news!Announcing our $4.6M Series Seed. Learn more
Socket
LoveBlogFAQ
Install
Log in

@stdlib/stats-base-dists-pareto-type1-cdf

Package Overview
Dependencies
4
Maintainers
4
Versions
6
Issues
File Explorer

Advanced tools

@stdlib/stats-base-dists-pareto-type1-cdf

Pareto (Type I) distribution cumulative distribution function (CDF).

    0.0.6latest

Version published
Maintainers
4
Yearly downloads
6,936

Weekly downloads

Readme

Source

Cumulative Distribution Function

NPM version Build Status Coverage Status

Pareto (Type I) distribution cumulative distribution function.

The cumulative distribution function for a Pareto (Type I) random variable is

Cumulative distribution function for a Pareto (Type I) distribution.

and zero otherwise. In the equation, alpha > 0 is the shape parameter and beta > 0 is the scale parameter.

Installation

npm install @stdlib/stats-base-dists-pareto-type1-cdf

Usage

var cdf = require( '@stdlib/stats-base-dists-pareto-type1-cdf' );

cdf( x, alpha, beta )

Evaluates the cumulative distribution function (CDF) for a Pareto (Type I) distribution with parameters alpha (shape parameter) and beta (scale parameter).

var y = cdf( 2.0, 1.0, 1.0 ); // returns 0.5 y = cdf( 5.0, 2.0, 4.0 ); // returns ~0.36 y = cdf( 4.0, 2.0, 2.0 ); // returns 0.75 y = cdf( 1.9, 2.0, 2.0 ); // returns 0.0 y = cdf( +Infinity, 4.0, 2.0 ); // returns 1.0

If provided NaN as any argument, the function returns NaN.

var y = cdf( NaN, 1.0, 1.0 ); // returns NaN y = cdf( 0.0, NaN, 1.0 ); // returns NaN y = cdf( 0.0, 1.0, NaN ); // returns NaN

If provided alpha <= 0, the function returns NaN.

var y = cdf( 2.0, -1.0, 0.5 ); // returns NaN y = cdf( 2.0, 0.0, 0.5 ); // returns NaN

If provided beta <= 0, the function returns NaN.

var y = cdf( 2.0, 0.5, -1.0 ); // returns NaN y = cdf( 2.0, 0.5, 0.0 ); // returns NaN

cdf.factory( alpha, beta )

Returns a function for evaluating the cumulative distribution function (CDF) of a Pareto (Type I) distribution with parameters alpha (shape parameter) and beta (scale parameter).

var mycdf = cdf.factory( 10.0, 2.0 ); var y = mycdf( 3.0 ); // returns ~0.983 y = mycdf( 2.5 ); // returns ~0.893

Examples

var randu = require( '@stdlib/random-base-randu' ); var cdf = require( '@stdlib/stats-base-dists-pareto-type1-cdf' ); var alpha; var beta; var x; var y; var i; for ( i = 0; i < 10; i++ ) { x = randu() * 8.0; alpha = randu() * 5.0; beta = randu() * 5.0; y = cdf( x, alpha, beta ); console.log( 'x: %d, α: %d, β: %d, F(x;α,β): %d', x.toFixed( 4 ), alpha.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) ); }

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

Chat


License

See LICENSE.

Copyright © 2016-2022. The Stdlib Authors.

Keywords

Socket

Product

Subscribe to our newsletter

Get open source security insights delivered straight into your inbox. Be the first to learn about new features and product updates.


  • Terms
  • Privacy
  • Security

Made with ⚡️ by Socket Inc