free-gaussian

gaussian

A JavaScript model of the Normal (or Gaussian) distribution. To install run npm install free-gaussian

API

Creating a Distribution

var gaussian = require('free-gaussian');
var distribution = gaussian(mean, variance);

Properties

• mean: the mean (μ) of the distribution
• variance: the variance (σ^2) of the distribution
• standardDeviation: the standard deviation (σ) of the distribution

Probability Functions

• pdf(x): the probability density function, which describes the probability of a random variable taking on the value x
• cdf(x): the cumulative distribution function, which describes the probability of a random variable falling in the interval (−∞, x]
• ppf(x): the percent point function, the inverse of cdf

Combination Functions

• mul(d): returns the product distribution of this and the given distribution. If a constant is passed in the distribution is scaled.
• div(d): returns the quotient distribution of this and the given distribution. If a constant is passed in the distribution is scaled by 1/d.
• add(d): returns the result of adding this and the given distribution
• sub(d): returns the result of subtracting this and the given distribution
• scale(c): returns the result of scaling this distribution by the given constant

History

This is a modified version of errcw's library with some additional features and a cleaned up code base.