jstat - npm Package Compare versions

Comparing version 1.8.2 to 1.8.3

package.json

 {
   "name": "jstat",
-  "version": "1.8.2",
+  "version": "1.8.3",
   "description": "Statistical Library for JavaScript",
@@ -5,0 +5,0 @@ "homepage": "http://github.com/jstat/jstat",

src/distribution.js

@@ -727,3 +727,31 @@ (function(jStat, Math) {
 
+// Got this from http://www.math.ucla.edu/~tom/distributions/binomial.html
+function betinc(x, a, b, eps) {
+  var a0 = 0;
+  var b0 = 1;
+  var a1 = 1;
+  var b1 = 1;
+  var m9 = 0;
+  var a2 = 0;
+  var c9;
 
+  while (Math.abs((a1 - a2) / a1) > eps) {
+    a2 = a1;
+    c9 = -(a + m9) * (a + b + m9) * x / (a + 2 * m9) / (a + 2 * m9 + 1);
+    a0 = a1 + c9 * a0;
+    b0 = b1 + c9 * b0;
+    m9 = m9 + 1;
+    c9 = m9 * (b - m9) * x / (a + 2 * m9 - 1) / (a + 2 * m9);
+    a1 = a0 + c9 * a1;
+    b1 = b0 + c9 * b1;
+    a0 = a0 / b1;
+    b0 = b0 / b1;
+    a1 = a1 / b1;
+    b1 = 1;
+  }
+
+  return a1 / a;
+}
+
+
 // extend uniform function with static methods
@@ -738,14 +766,26 @@ jStat.extend(jStat.binomial, {
   cdf: function cdf(x, n, p) {
-    var binomarr = [],
-    k = 0;
-    if (x < 0) {
+    var betacdf;
+    var eps = 1e-10;
+
+    if (x < 0)
       return 0;
-    }
-    if (x < n) {
-      for (; k <= x; k++) {
-        binomarr[ k ] = jStat.binomial.pdf(k, n, p);
-      }
-      return jStat.sum(binomarr);
-    }
-    return 1;
+    if (x >= n)
+      return 1;
+    if (p < 0 || p > 1 || n <= 0)
+      return NaN;
+
+    x = Math.floor(x);
+    var z = p;
+    var a = x + 1;
+    var b = n - x;
+    var s = a + b;
+    var bt = Math.exp(jStat.gammaln(s) - jStat.gammaln(b) -
+                      jStat.gammaln(a) + a * Math.log(z) + b * Math.log(1 - z));
+
+    if (z < (a + 1) / (s + 2))
+      betacdf = bt * betinc(z, a, b, eps);
+    else
+      betacdf = 1 - bt * betinc(1 - z, b, a, eps);
+
+    return Math.round((1 - betacdf) * (1 / eps)) / (1 / eps);
   }
@@ -752,0 +792,0 @@ });

test/distribution/binomial-test.js

@@ -23,2 +23,10 @@ var vows = require('vows');
       assert.epsilon(tol, jStat.binomial.cdf(50, 1000, 0.05), 0.537529);
+
+      assert.ok(Number.isNaN(jStat.binomial.cdf(10, 12, -1)));
+      assert.ok(Number.isNaN(jStat.binomial.cdf(10, 12, 2)));
+      assert.equal(jStat.binomial.cdf(12, 10, 0.5), 1);
+      assert.equal(jStat.binomial.cdf(12, -1, 0.5), 1);
+      assert.epsilon(tol,
+                     jStat.binomial.cdf(101073, 101184, 0.9988219676207195),
+                     0.7857313651);
     }
@@ -25,0 +33,0 @@ }

No alert changes

Improved metrics

Total package byte prevSize

697482

increased by0.41%

Lines of code

15246

increased by0.49%

No dependency changes