distributions

#distributions

A collection of probability distribution functions

Installation

npm install distributions

Example

var distributions = require('distributions');
var normal = distributions.Normal(1 /* mean */, 2 /* std deviation */);

console.log(normal.pdf(1)); // 0.199...
console.log(normal.cdf(1)); // 0.5
console.log(normal.inv(1)); // Infiniy

console.log(normal.mean()); // 1
console.log(normal.median()); // 1
console.log(normal.variance()); // 4

Documentation

All distributions in this module takes some or no arguments and can have a default value. They are also created by calling the constructor:

// both do the same
var uniform = distributions.Uniform(-2, 2);
var uniform = new distributions.Uniform(-2, 2);

The instance then has 3 probability functions:

var y = uniform.pdf(x); // probability density function
var p = uniform.cdf(q); // cumulative distribution function
var q = uniform.inv(p); // quantile function

and also 3 general methods for the median, mean and variance:

uniform.median();
uniform.mean();
uniform.variance();

The currently implemented distributions are listed bellow.

Uniform(a = 0, b = 1) - The Uniform Distribution

Create a uniform distribution, with a range from a to b. Note that uniform.inv(p) will return NaN outside the range from 0 to 1, and that uniform.inv(0) == a and uniform.inv(1) == b.

Normal(mean = 0, sd = 1) - The Normal Distribution

Create a normal distribution, with a custom mean (mean) and standard deviation (sd).

Studentt(df) - The Student t Distribution

Create a student t distribution, with a degree of freedom set to df.

Testing

All functions are tested by comparing with a mathematical reference either MatLab, Maple or R.

License

The software is license under "MIT"

Copyright (c) 2013 Andreas Madsen

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.