lib-r-math.js

libRmath.js

Javascript ( TypeScript ) Pure Implementation of Statistical R "core" numerical libRmath.so library found here https://svn.r-project.org/R/trunk/src/nmath/

Progress (DONE and TODO)

Work in progress (see list below of all c modules that need to be ported), please considering helping out and bring R core functionality to Javascript.

I first list the modules DONE so far, lets start at a positive note)

DONE

original c module	js/ts module name	port date	R - base functions
rnorm.c	./lib/rnorm.ts	23 March 2017	Random variates from the normal distribution.
rnchisq.c	./lib/rnchisq.ts	23 March 2017	Random variates from the NON CENTRAL chi-squared distribution.
rnbinom.c	./lib/rnbinom.ts	23 March 2017	Random variates from the negative binomial distribution.
rmultinom.c	./lib/rmultinom.ts	23 March 2017	Random Vector from the multinomial distribution.
rlogis.c	./lib/rlogis.ts	23 March 2017	random variates of the logistic distribution
rlnorm.c	./lib.rlnorm	23 March 2017	Random variates from the lognormal distribution.
rhyper.c	./lib/rhyper.ts	21 March 2017	Random variates from the hypergeometric distribution.
rgeom.c	./lib/rgeom.ts	21 March 2017	Random variates from the geometric distribution.
rgamma.c	./lib/rgamma.ts	21 march 2017	Random variates from the gamma distribution.
rf.c	./lib/rf.ts	21 march 2017	Pseudo-random variates from an F distribution.
rexp.c	./lib/rexp.ts	21 march 2017	Random variates from the exponential distribution.
rchisq.c	./lib/rchisq.ts	21 march 2017	Random variates from the chi-squared distribution.
rcauchy.c	./lib/rcauchy.ts	21 march 2017	Random variates from the Cauchy distribution.
rbeta.c	./lib/rbeta.ts	21 march 2017	Generating beta variates with nonintegral shape parameters.
rbinom.c	./lib/rbindom.ts	21 March 2017	Random variates from the binomial distribution.
qweibull.c	./lib/qweibull.ts	20 March 2017	The quantile function of the Weibull distribution.
qtukey.c	./lib/qtukey.ts	20 March 2017	Computes the quantiles of the maximum of rr studentized ranges
qt.c	./lib/qt.ts	20 March 2017	The "Student" t distribution quantile function.
qpois.c	./lib/qpois.ts	19 March 2017	The quantile function of the Poisson distribution.
qnt.c	./lib/qnt.ts	19 March 2017	quantily function of the commulative probability of the non-central t-distribution
qnchisq.c	./lib/qnchisq.ts	19 March	the quantile function of the noncentral chi-squared distribution
qnf.c	./lib/qnf.ts	19 March	The quantile function of the non-central F distribution.
qnbinom.c	./lib/qnbinom.ts	19 March 2017	The quantile function of the negative binomial distribution.
qnbeta.c	./lib/qnbeta.ts	19 March 2017	the quantile function of the noncentral beta distribution
qlnorm.c	./lib/qlnorm.ts	19 March 2017	This the lognormal quantile function.
qhyper.c	./lib/qhyper.ts	19 March 2017	The quantile function of the hypergeometric distribution.
qgeom.c	./lib/qgeom.ts	19 March 2017	The quantile function of the geometric distribution.
qgamma.c	./lib/qgamma.ts	18 March 2017	Compute the quantile function of the gamma distribution.
qf.c	./lib/qf.ts	18 March 2017	The quantile function of the F distribution.
qexp.c	./lib/qexp.ts	18 March 2017	The quantile function of the exponential distribution.
qcauchy.c	./lib/qcauchy.ts	18 March 2017	The quantile function of the Cauchy distribution.
qchisq.c	./lib/qchisq.ts	18 Match 2017	The quantile function of the chi-squared distribution.
qbinom.c	./lib/qbinom.ts	18 March 2017	The quantile function of the binomial distribution.
qbeta.c	./lib/qbeta.ts	18 March 2017	The quantile function of the beta distribution.
pweibull.c	./lib/pweibull.ts	18 Match 2017	The distribution function of the Weibull distribution.
punif.c	./lib/punif.ts	18 Match 2017	The distribution function of the uniform distribution.
ptukey.c	./lib/ptukey.ts	18 March 2017	Computes the probability that the maximum of rr studentized ranges, each based on cc means and with df degrees of freedom for the standard error, is less than q.
pnorm.c	./lib/pnorm.ts	17 March 2017	normal distribution function
ppois.c	./lib/pois.ts	17 March 2017	The distribution function of the Poisson distribution.
pt.c	./lib/pt.ts	16 March	t distrib. with n degrees of freedom).
polygamma.c	./lib/polygamma.c	16 March	Compute the derivatives of the psi function and polygamma functions.
pnt.c	./lib/pnt.ts	16 March	Cumulative probability at t of the non-central t-distribution, with df degrees of freedom (may be fractional) and non-centrality, parameter delta.
pnf.c	./lib/pnf.ts	15 March	The distribution function of the non-central F distribution.
pnchisq.c	./lib/pnchisq.tc	14 March	Algorithm AS275: Computing the non-central chi-squared distribution function.
pnbinom.c	./lib/pnbinom.ts	14 March	The distribution function of the negative binomial distribution.
pnbeta.c	./lib/pnbeta.ts	14 March	pbeta - incomplete-beta function {nowadays: pbeta_raw() -> bratio()}
plogis.c	./lib/plogis.ts	14 March	Compute log(1 + exp(x)) without overflow (and fast for x > 18)
plnorm.c	./lib/plnorm.ts	14 March	n The lognormal distribution function.
phyper.c	./lib/phyper.ts	14 March	The distribution function of the geometric distribution.
pgamma.c	./lib/pgamma.ts	14 March	This function computes the distribution function for the gamma distribution
pgeom.c	./lib/pgeom.ts	14 March	The distribution function of the geometric distribution.
pf.c	./lib/pf.ts	14 March 2017	The distribution function of the F distribution.
pexp.c	./lib/pexp.ts	14 March 2017	The distribution function of the exponential distribution.
pcauchy.c	./lib/pauchy.ts	14 March 2017	The distribution function of the Cauchy distribution.
pchisq.c	./lib/pschisq.ts	14 March 2017	The distribution function of the chi-squared distribution.
pbinom.c	./lib/pbinom.ts	14 March 2017	The distribution function of the binomial distribution.
Toms708.java	./lib/Toms708.ts	14 March 2017	from Java Version James Curran ([e-mail]) (Java version)
pbeta.c	./lib/pbeta.ts	14 March 2017	beta distribution function
pnorm.c	./lib/pnorm.ts	9 March 2017	Normal distribution function
gammalims.c	./lib/gammalims.ts	5 march 2017	calculates legal bounds of gamme_fn
fround.c	./lib/fround.ts	5 march 2017	rounds off to a set number of digites
fprec.c	./lib/fprec.ts	4 march 2017	Returns the value of x rounded to "digits" significant
expm1.c	./lib/expm1.ts	4 march 2017	Compute the Exponential minus 1
dweibull.c	./lib/dweibull.ts	4 march 2017	The density function of the Weibull distribution.
dt.c	./lib/dt.ts	4 March 2017	The t density
dpois.c	./lib/dpois.ts	4 March 2017	dpois() computes the Poisson probability lb^x exp(-lb) / x!
dnchisq.c	./lib/dnchisq.ts	4 March 2017	The density of the noncentral chi-squared distribution with "df"
dnt.c	./lib/dnt.ts	4 March 2017	Computes the density of the noncentral beta distribution with
dnorm.c	./lib/dnorm.ts	25 feb 2017	Compute the density of the normal distribution.
dnf.c	./lib/dnt.ts	25 feb 2017	The density function of the non-central F distribution
dnbinom.c	./lib/dnbinom.ts	25 feb 2017	Computes the negative binomial distribution.
dlogis.c	./lib/dlogis.ts	4 March 2017	The density of the Logistic Distribution
dlnorm.c	./lib/dlnorm.ts	4 March 2017	The density of the lognormal distribution.
dhyper.c	./lib/dhyper.ts	4 March 2017	The hypergeometric probability
dgeom.c	./lib/dgeom.ts	4 March 2017	Computes the geometric probabilities, Pr(X=x) = p(1-p)^x.
dnbeta.c	./lib/dnbeta.ts	4 March 2017	Computes the density of the noncentral beta distribution with
pgamma.c	./lib/pgamme.ts	9 March 2017	This function computes the distribution function for the gamma distribution
dcauchy.c	./lib/dcauchy.ts	27 feb 2017	The density of the Cauchy distribution.
dexp.c	./lib/dexp.ts	27 feb 2017	The density of the exponential distribution.
df.c	./lib/df.ts	27 feb 2017	The density function of the F distribution.
dchisq.c	./lib/dchisq.ts	feb 27, 2017	The density of the chi-squared distribution.
dgamma.c	./lib/dgamma.ts	27 feb 2017	Computes the density of the gamma distribution
fmax2.c	part of ./lib/_general.ts	25 jan 2017	this function is moved to module ./lib/_general.ts
fmin2.c	part of ./lib/_general.ts	25 jan 2017	this function is moved to module ./lib/_general.ts
fsign.c	./lib/fsign.ts	MArch 5, 2017	This function performs transfer of sign.
ftrunc.c	part of ./lib/_general.ts	March 5 2017	floating point truncation
lbeta.c	./lib/lbeta.ts	March 2 2017	This function returns the value of the log beta function.
C99 gamma function	./lib/c99_gamma.ts	25 feb 2017	added C99 gamma and lgamma,
dnbinom.c	./lib/dnbinom.ts	25 feb 2017	negative binomial distribution.
dbeta.c	./lib/dbeta.ts	25 feb 2017	R "dbeta" beta distribution function
dbinom.c	./lib/dbinom.ts	25 feb 2017	probability mass function of binomial distribution
log1p.c	./lib/log1p.ts	25 feb 2017	calculate log(1+x) for small value of x
choose.c	choose.ts	21 feb 2017	R "choose" function, C(n,k) binomial coefficients
gamma_cody.c	gamme_cody.ts	19 feb 2017	GAMMA function using algo of W. J. Cody,
bessel_i.c	bessel_i.ts	19 feb 2017	besseli
bessel_j.c	bessel_j.ts	19 feb 2017	besselj
bessel_k.c	bessel_k.ts	19 feb 2017	besselK
bessel_y.c	bessel_y.ts	19 feb 2017	bessely
sexp.c	./sexp.ts	8-feb-2017	(Random variates from the standard exponential distribution) exp_rand (internally used) function
dunif.c	./dunif.ts	8-feb-2017	R "dunif" function
bessel_k.c	./bessel_k.ts	8-feb-2017	R "besselK" function http://www.netlib.org/specfun/rkbesl
runif.c	./runif.ts	4-feb-2017	implemented 3 RNG and native browser/node agnostic 64 RNG map to floating number
bd0.c	./lib/bd0.ts	23-jan-2017	hidden, used by modules dbinom.c ,dpois.c dt.c
beta.c	./lib/beta.ts	23-jan-2017	beta
chebyshev.c	./lib/chebyshev.ts	23-jan-2017	chebyshev_init , chebyshev_eval
cospi.c	./lib/cospi.ts	23-jan-2017	cospi, sinpi, tanpi
gamma.c	./lib/gamma_fn.ts	23-jan-2017	[gammafn] gamme function(https://en.wikipedia.org/wiki/Gamma_function)
lgamma.c	./lib/lgamma_fn.ts	23-jan-2017	logarithmic gamma lgammafn
lgammacor.c	./lib/lgammecor.ts	23-jan-2017	lgammacor
stirlerr.c	./lib/stirlerr	23-jan-2017	Computes the log of the error term in Stirling's formula ( stirlerr )

TODO

original c module	ported to javascript?	tested	R - base functions
bd0.c	done	no	hidden, used by modules dbinom.c ,dpois.c dt.c
bessel_i.c	done	no	R "besseli" Modified Bessel function of first kind.
bessel_j.c	done	no	R "besselj" gives the Bessel function of the first kind.
bessel_k.c	done	no	R "besselK" function http://www.netlib.org/specfun/rkbesl
bessel_y.c	done	no	R "bessely" gives the Bessel function of the second kind .
beta.c	done	no	beta
chebyshev.c	done ./lib/chebyshev.ts	no	chebyshev_init , chebyshev_eval
choose.c	done	no	R "choose" function, C(n,k) binomial coefficients
cospi.c	done ./lib/cospi.ts	no	cospi, sinpi, tanpi
d1mach.c	done	no	included in ./_general.ts
dbeta.c	done	no	distribution function of beta
dbinom.c	done	no	probability mass function of binomial distribution
dcauchy.c	done	no	The density of the Cauchy distribution.
dchisq.c	done	no	The density of the chi-squared distribution.
dexp.c	done	no	The density of the exponential distribution.
df.c	done	no	The density function of the F distribution.
dgamma.c	done	no	Computes the density of the gamma distribution,
dgeom.c	done	no	Computes the geometric probabilities, Pr(X=x) = p(1-p)^x
dhyper.c	done	no	The hypergeometric probability
dlnorm.c	done	no	The density of the lognormal distribution.
dlogis.c	done	no	The density of the Logistic Distribution
dnbeta.c	done	no	Computes the density of the noncentral beta distribution with
dnbinom.c	done	no	negative binomial probability prob mass function
dnchisq.c	done	no	The density of the noncentral chi-squared distribution with "df"
dnf.c	done	no	The density function of the non-central F distribution
dnorm.c	done	no	Compute the density of the normal distribution.
dnt.c	done	no	the non-central t density
dpois.c	done	no	dpois() computes the Poisson probability lb^x exp(-lb) / x!
dt.c	done	no	The t density
dunif.c	done	no	R "dunif" function
dweibull.c	done	no	The density function of the Weibull distribution.
expm1.c	done	no	Compute the Exponential minus 1
fmax2.c	done	no	this function is moved to module ./lib/_general.ts
fmin2.c	done	no	this function is moved to module ./lib/_general.ts
fprec.c	done	no	Returns the value of x rounded to "digits" significant
fround.c	done	no	fround function
fsign.c	done	no	This function performs transfer of sign.
ftrunc.c	done	no	floating point truncation
gamma.c	done ./lib/gamma_fn.ts	no	gammafn
gamma_cody.c	done	no	GAMMA function using algo of W. J. Cody,
gammalims.c	done	no	calculates legal bounds of gamma_fn
i1mach.c	done	no	transferred to _general.ts
imax2.c	done	no	transferred to _general.ts
imin2.c	done	no	transferred to _general.ts
lbeta.c	done	no	This function returns the value of the log beta function.
lgamma.c	done ./lib/lgamma_fn.ts	no	logarithmic gamma lgammafn
lgammacor.c	done ./lib/lgammecor.ts	no	lgammacor
log1p.c	done	no	calculate log(1+x) with high accuracy for small x
mlutils.c	done	no	moved to _general.ts
pbeta.c	done	no	pBeta distribution function
pbinom.c	done	no	The distribution function of the binomial distribution.
pcauchy.c	done	no	The distribution function of the Cauchy distribution.
pchisq.c	done	no	The distribution function of the chi-squared distribution.
pexp.c	done	no	The distribution function of the exponential distribution.
pf.c	done	no	The distribution function of the F distribution.
pgamma.c	done	no	This function computes the distribution function for the gamma distribution
pgeom.c	done	no	The distribution function of the geometric distribution.
phyper.c	done	no	The distribution function of the geometric distribution.
plnorm.c	done	no	The lognormal distribution function.
plogis.c	done	no	Compute log(1 + exp(x)) without overflow (and fast for x > 18)
pnbeta.c	done	no	pbeta - incomplete-beta function {nowadays: pbeta_raw() -> bratio()}
pnbinom.c	done	no	The distribution function of the negative binomial distribution.
pnchisq.c	done	no	Algorithm AS275: Computing the non-central chi-squared distribution function.
pnf.c	done	no	The distribution function of the non-central F distribution.
pnorm.c	done	no	normal distribution function
pnt.c	done	no	Cumulative probability at t of the non-central t-distribution, with df degrees of freedom (may be fractional) and non-centrality, parameter delta.
polygamma.c	done	no	Compute the derivatives of the psi function and polygamma functions.
ppois.c	done	no	The distribution function of the Poisson distribution.
pt.c	done	no	t distrib. with n degrees of freedom).
ptukey.c	done	no	Computes the probability that the maximum of rr studentized ranges, each based on cc means and with df degrees of freedom for the standard error, is less than q.
punif.c	done	no	The distribution function of the uniform distribution.
pweibull.c	done	no	The distribution function of the Weibull distribution.
qbeta.c	done	no	The quantile function of the beta distribution.
qbinom.c	done	no	The quantile function of the binomial distribution.
qcauchy.c	done	no	The quantile function of the Cauchy distribution.
qchisq.c	done	no	The quantile function of the chi-squared distribution.
qexp.c	done	no	The quantile function of the exponential distribution.
qf.c	done	no	The quantile function of the F distribution.
qgamma.c	done	no	Compute the quantile function of the gamma distribution.
qgeom.c	done	no	The quantile function of the geometric distribution.
qhyper.c	done	no	The quantile function of the hypergeometric distribution.
qlnorm.c	done	no	This the lognormal quantile function.
qlogis.c	done	no	The Logistic Distribution quantile function.
qnbeta.c	done	no	the quantile function of the noncentral beta distribution
qnbinom.c	done	no	The quantile function of the negative binomial distribution.
qnchisq.c	done	no	the quantile function of the noncentral chi-squared distribution
qnf.c	done	no	The quantile function of the non-central F distribution.
qnorm.c	done	no	Compute the quantile function for the normal distribution.
qnt.c	done	no	quantily function of the commulative probability of the non-central t-distribution
qpois.c	done	no	The quantile function of the Poisson distribution.
qt.c	done	no	The "Student" t distribution quantile function.
qtukey.c	done	no	Computes the quantiles of the maximum of rr studentized ranges
qunif.c	done	no	The quantile function of the uniform distribution.
qweibull.c	done	no	The quantile function of the Weibull distribution.
rbeta.c	done	no	Generating beta variates with nonintegral shape parameters.
rbinom.c	done	no	Random variates from the binomial distribution.
rcauchy.c	done	no	Random variates from the Cauchy distribution.
rchisq.c	done	no	Random variates from the chi-squared distribution.
rexp.c	done	no	Random variates from the exponential distribution.
rf.c	done	no	Pseudo-random variates from an F distribution.
rgamma.c	done	no	Random variates from the gamma distribution.
rgeom.c	done	no	Random variates from the geometric distribution.
rhyper.c	done	no	Random variates from the hypergeometric distribution.
rlnorm.c	done	no	Random variates from the lognormal distribution.
rlogis.c	done	no	random variates of the logistic distribution
rmultinom.c	done	no	Random Vector from the multinomial distribution.
rnbinom.c	done	no	Random variates from the negative binomial distribution.
rnchisq.c	done	no	Random variates from the NON CENTRAL chi-squared distribution.
rnorm.c	done	no	Random variates from the normal distribution.
rpois.c	TODO
rt.c	TODO
runif.c	done	no	implemented 3 RNG and native browser/node agnostic 64 RNG map to floating number
rweibull.c	TODO
sexp.c	done	no	(Random variates from the standard exponential distribution) exp_rand (internally used) function
sign.c	TODO
signrank.c	TODO
snorm.c	TODO
stirlerr.c	done ./lib/stirlerr	no	Computes the log of the error term in Stirling's formula ( stirlerr )
toms708.c	NAP	no	ported instead Java Version from James Curran ([e-mail]) (Java version)
wilcox.c	TODO

Also: Examine the usage of R_DT_Log and * R_DT_log* (note the one captial letter difference) functions in all codes