sampson - npm Package Compare versions

Comparing version 0.2.2 to 0.2.3

dist/lib.min.js

@@ -1,1 +0,1 @@
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e=this.validate(t),r=e.mu;return r}},{key:"variance",value:function(t){var e=this.validate(t),r=e.mu;return r*r}},{key:"stdDev",value:function(t){var e=this.validate(t),r=e.mu;return r}},{key:"relStdDev",value:function(t){return 1}},{key:"skewness",value:function(t){return 2}},{key:"kurtosis",value:function(t){return 9}}]),e}(x);R.covariates=1;var A=function(t){function e(){return g.classCallCheck(this,e),g.possibleConstructorReturn(this,Object.getPrototypeOf(e).apply(this,arguments))}return g.inherits(e,t),g.createClass(e,null,[{key:"validate",value:function(t){if(!t||void 0===t.a||void 0===t.b)throw new Error("need a parameter object of shape { a: number, b: number }.");var e=t.a,r=t.b;if("number"!=typeof e||"number"!=typeof r)throw new Error("Need a and b for the gamma distribution.");if(0>=e)throw new Error("a must be greater than zero.");if(0>=r)throw new Error("b must be greater than zero.");return t}},{key:"random",value:function(t){var r=this.validate(t),n=r.a,a=r.b;if(1>n){var o=g.get(Object.getPrototypeOf(e),"random",this).call(this);return this.random({a:1+n,b:a})*Math.pow(o,1/n)}for(var i=void 0,u=void 0,s=void 0,l=n-1/3,f=1/Math.sqrt(9*l);;){do i=S.random({mu:0,sigma:1}),u=1+f*i;while(0>=u);for(u=u*u*u;!s;)s=g.get(Object.getPrototypeOf(e),"random",this).call(this);if(1-.0331*i*i*i*i>s)break;if(Math.log(s)<.5*i*i+l*(1-u+Math.log(u)))break}return l*u/a}},{key:"pdf",value:function(t,e){var r=this.validate(e),n=r.a,o=r.b;if("number"!=typeof t)throw new Error("x must be a number.");return 0>t?0:0==t?1==n?o:0:1==n?Math.exp(-t*o)*o:Math.exp((n-1)*Math.log(t*o)-t*o-a(n))*o}},{key:"cdf",value:function(t,e){var r=this.validate(e),n=r.a,a=r.b;if("number"!=typeof t)throw new Error("x must be a number.");return 0>=t?0:i(n,t*a)}},{key:"mean",value:function(t){var e=this.validate(t),r=e.a,n=e.b;return r/n}},{key:"variance",value:function(t){var e=this.validate(t),r=e.a,n=e.b;return r/(n*n)}},{key:"stdDev",value:function(t){var e=this.validate(t),r=e.a,n=e.b;return Math.sqrt(r/(n*n))}},{key:"relStdDev",value:function(t){var e=this.validate(t),r=e.a;e.b;return 1/Math.sqrt(r)}},{key:"skewness",value:function(t){var e=this.validate(t),r=e.a;e.b;return 2/Math.sqrt(r)}},{key:"kurtosis",value:function(t){var e=this.validate(t),r=e.a;e.b;return 6/r}}]),e}(x);A.covariates=2;var I=14,T=function(t){function r(){return g.classCallCheck(this,r),g.possibleConstructorReturn(this,Object.getPrototypeOf(r).apply(this,arguments))}return g.inherits(r,t),g.createClass(r,null,[{key:"validate",value:function(t){if(!t||void 0===t.n||void 0===t.p)throw new Error("need a parameter object of shape { n: number, p: number }.");var e=t.n,r=t.p;if("number"!=typeof r||r>1||0>r)throw new Error("p must be between zero and one inclusive.");if("number"!=typeof e||0>e)throw new Error("n must be positive or zero.");return t}},{key:"random",value:function(t){var e=this,n=this.validate(t),a=n.n,o=n.p;if(0==a)return 0;var i=!1,u=0,s=void 0;o>.5?(i=!0,s=1-o):s=o;var l=1-s,f=s/l,v=a*s;if(I>v)for(var h=Math.pow(l,a),c=g.get(Object.getPrototypeOf(r),"random",this).call(this);a>=u&&c>=h;)c-=h,h*=f*(a-u)/(u+1),u++;else!function(){var t=v+s,n=Math.floor(t),o=n+.5,i=v*l,f=Math.floor(2.195*Math.sqrt(i)-4.6*l)+.5,h=o-f,c=o+f,d=.134+20.5/(15.3+n),p=f*(1+d+d),m=(t-h)/(t-h*s),y=m*(1+.5*m),b=(c-t)/(c*l),M=b*(1.5+b),w=p+d/y,N=w+d/M,C=void 0,O=void 0,E=void 0,D=void 0,q=function j(){if(E=g.get(Object.getPrototypeOf(r),"random",e).call(e)*N,D=g.get(Object.getPrototypeOf(r),"random",e).call(e),f>=E)u=Math.floor(o-f*D+E);else if(p>=E){var t=h+(E-f)/d;D=D*d+1-Math.abs(t-o)/f,D>1||0>=D?j():u=t}else w>=E?(u=Math.floor(h+Math.log(D)/y),D*=(E-p)*y):(u=Math.floor(c-Math.log(D)/M),D*=(E-w)*M);C=Math.log(D);var i=u+1,v=a-u-1,m=n+1,b=a+1-n;O=o*Math.log(m/i)+(a-n+.5)*Math.log(b/v)+(u-n)*Math.log(v*s/(i*l))+k(m)+k(b)-k(i)-k(v),C>O&&j()};q()}();return Math.floor(i?a-u:u)}},{key:"pdf",value:function(t,r){var n=this.validate(r),a=n.n,o=n.p;if("number"!=typeof t)throw new Error("k must be a number.");if(0>t||t>a)return 0;var i=void 0;if(0==o)i=0==t?1:0;else{if(1!=o){var u=e(a,t),s=Math.pow(o,t)*Math.pow(1-o,a-t);return"Infinity"==u?0==s?0:u:u*s}i=t==a?1:0}return i}},{key:"cdf",value:function(t,r){var n=this.validate(r),a=n.n,o=n.p;if("number"!=typeof t)throw new Error("k must be a number.");return 0>t?0:t>a?1:Array.apply(null,Array(Math.floor(t)+1)).map(function(t,r){return e(a,r)*Math.pow(o,r)*Math.pow(1-o,a-r)}).reduce(function(t,e){return t+e},0)}},{key:"mean",value:function(t){var e=this.validate(t),r=e.n,n=e.p;return r*n}},{key:"variance",value:function(t){var e=this.validate(t),r=e.n,n=e.p;return r*n*(1-n)}},{key:"stdDev",value:function(t){var e=this.validate(t),r=e.n,n=e.p;return Math.sqrt(r*n*(1-n))}},{key:"relStdDev",value:function(t){var e=this.validate(t),r=e.n,n=e.p;return Math.sqrt((1-n)/(r*n))}},{key:"skewness",value:function(t){var e=this.validate(t),r=e.n,n=e.p;return(1-2*n)/Math.sqrt(r*n*(1-n))}},{key:"kurtosis",value:function(t){var e=this.validate(t),r=e.n,n=e.p;return 3-6/r+1/(r*n*(1-n))}}]),r}(x);T.covariates=2,T.discrete=!0;var _=function(t){function e(t){return g.classCallCheck(this,e),g.possibleConstructorReturn(this,Object.getPrototypeOf(e).call(this,g["extends"]({},t,{n:1})))}return g.inherits(e,t),g.createClass(e,null,[{key:"random",value:function(t){var e=this.validate(g["extends"]({},t,{n:1})),r=e.p,n=x.random();return r>n?1:0}},{key:"pdf",value:function(t,e){var r=this.validate(g["extends"]({},e,{n:1})),n=r.p;if("number"!=typeof t)throw new Error("k must be a number.");return 0==t?1-n:1==t?n:0}},{key:"cdf",value:function(t,e){var r=this.validate(g["extends"]({},e,{n:1})),n=r.p;if("number"!=typeof t)throw new Error("k must be a number.");return 1==t?n:0==t?1-n:NaN}}]),e}(T);_.covariates=1;var B=function(t){function e(){return g.classCallCheck(this,e),g.possibleConstructorReturn(this,Object.getPrototypeOf(e).apply(this,arguments))}return g.inherits(e,t),g.createClass(e,null,[{key:"validate",value:function(t){if(!t||void 0===t.df)throw new Error("need a parameter object of shape { df: number }.");var e=t.df;if("number"!=typeof e||0>=e)throw RangeError("df must be greater than zero.");return t}},{key:"random",value:function(t){var e=this.validate(t),r=e.df;return 2*A.random({a:r/2,b:1})}},{key:"pdf",value:function(t,e){var r=this.validate(e),n=r.df;if("number"!=typeof t)throw new TypeError("x must be a number");return 0>t?0:2==n?Math.exp(-t/2)/2:Math.exp((n/2-1)*Math.log(t/2)-t/2-a(n/2))/2}},{key:"cdf",value:function(t,e){var r=this.validate(e),n=r.df;if("number"!=typeof t)throw new TypeError("x must be a number");return 0>t?0:2==n?1-Math.exp(-t/2):i(n/2,t/2)}},{key:"mean",value:function(t){var e=this.validate(t),r=e.df;return r}},{key:"variance",value:function(t){var e=this.validate(t),r=e.df;return 2*r}},{key:"stdDev",value:function(t){var e=this.validate(t),r=e.df;return Math.sqrt(2*r)}},{key:"relStdDev",value:function(t){var e=this.validate(t),r=e.df;return Math.sqrt(2/r)}},{key:"skewness",value:function(t){var e=this.validate(t),r=e.df;return Math.pow(2,1.5)/Math.sqrt(r)}},{key:"kurtosis",value:function(t){var e=this.validate(t),r=e.df;return 3+12/r}}]),e}(x);B.covariates=1;var F=function(t){function e(){return g.classCallCheck(this,e),g.possibleConstructorReturn(this,Object.getPrototypeOf(e).apply(this,arguments))}return g.inherits(e,t),g.createClass(e,null,[{key:"validate",value:function(t){if(!t||void 0===t.df)throw new Error("need a parameter object of shape { df: number }.");var e=t.df;if("number"!=typeof e||0>=e)throw RangeError("df must be greater than zero.");return t}},{key:"random",value:function(t){var e=this.validate(t),r=e.df;if(2>=r){var n=S.random({mu:0,sigma:1}),a=B.random({df:r});return n/Math.sqrt(a/r)}var o=void 0,i=void 0,u=void 0;do o=S.random({mu:0,sigma:1}),i=R.random({mu:1/(r/2-1)}),u=o*i/(r-2);while(0>1-u||Math.exp(-i-u)>1-u);return o/Math.sqrt((1-2/r)*(1-u))}},{key:"pdf",value:function(t,e){if("number"!=typeof t)throw TypeError("t must be a number.");var r=this.validate(e),n=r.df,o=a(n/2),i=a((n+1)/2);return Math.exp(i-o)/Math.sqrt(Math.PI*n)*Math.pow(1+t*t/n,-(n+1)/2)}},{key:"cdf",value:function(t,e){if("number"!=typeof t)throw TypeError("t must be a number.");var r=this.validate(e),n=r.df,a=void 0,o=void 0,i=void 0,u=void 0,s=void 0,l=void 0,f=void 0,v=void 0,h=void 0,c=void 0,d=1/Math.PI;if(i=n,a=t/Math.sqrt(i),o=i/(i+t*t),u=n-2,s=i%2,l=1,f=1,i=1,v=2+s,h=v,u>=2)for(c=v;u>=c;c+=2)f=f*o*(h-1)/h,l+=f,i=l,h+=2;return 1!=s?.5+.5*a*Math.sqrt(o)*l:(1==n&&(l=0),.5+(a*o*l+Math.atan(a))*d)}},{key:"mean",value:function(t){var e=this.validate(t),r=e.df;return 1>=r?NaN:0}},{key:"variance",value:function(t){var e=this.validate(t),r=e.df;return 1>r?NaN:2>=r?1/0:r/(r-2)}},{key:"stdDev",value:function(t){var e=this.validate(t),r=e.df;return 1>r?NaN:2>=r?1/0:Math.sqrt(r/(r-2))}},{key:"relStdDev",value:function(t){var e=this.validate(t);e.df;return NaN}},{key:"skewness",value:function(t){var e=this.validate(t),r=e.df;return r>3?0:NaN}},{key:"kurtosis",value:function(t){var e=this.validate(t),r=e.df;return 4>=r?NaN:3*(r-2)/(r-4)}}]),e}(x);F.covariates=1;var G=function(t){function e(){return g.classCallCheck(this,e),g.possibleConstructorReturn(this,Object.getPrototypeOf(e).apply(this,arguments))}return g.inherits(e,t),g.createClass(e,null,[{key:"validate",value:function(t){if(!t||void 0===t.a||void 0===t.b)throw new Error("need a parameter object of shape { a: number, b: number }.");var e=t.a,r=t.b;if("number"!=typeof e||0>=e)throw Error("a must be greater than zero.");if("number"!=typeof r||0>=r)throw RangeError("b must be greater than zero.");return t}},{key:"random",value:function(t){var r=this.validate(t),n=r.a,a=r.b;return n*Math.pow(-Math.log(g.get(Object.getPrototypeOf(e),"random",this).call(this)),1/a)}},{key:"pdf",value:function(t,e){if("number"!=typeof t)throw new TypeError("x must be a number");var r=this.validate(e),n=r.a,a=r.b;return 0>t?0:a/n*Math.pow(t/n,a-1)*Math.exp(-Math.pow(t/n,a))}},{key:"cdf",value:function(t,e){if("number"!=typeof t)throw new TypeError("x must be a number");var r=this.validate(e),n=r.a,a=r.b;return 0>t?0:1-Math.exp(-Math.pow(t/n,a))}},{key:"mean",value:function(t){var e=this.validate(t),r=e.a,n=e.b;return r*o(1+1/n)}},{key:"variance",value:function(t){var e=this.validate(t),r=e.a,n=e.b;return r*r*(o(1+2/n)-Math.pow(o(1+1/n),2))}},{key:"skewness",value:function(t){var e=t.a,r=t.b,n=this.stdDev(t),a=this.mean(t);return(o(1+3/r)*Math.pow(e,3)-3*a*n*n-Math.pow(a,3))/Math.pow(n,3)}},{key:"kurtosis",value:function(t){var e=t.a,r=t.b,n=this.stdDev(t),a=this.mean(t),i=this.skewness(t);return(o(1+4/r)*Math.pow(e,4)-4*i*Math.pow(n,3)*a-6*Math.pow(a,2)*Math.pow(n,2)-Math.pow(a,4))/Math.pow(n,4)-3}}]),e}(x);G.covariates=1,G.discrete=!1;var W=function(){function t(e){var r=this;if(g.classCallCheck(this,t),this.covariance=function(t){return r.constructor.covariance(r,t)},this.correlation=function(t){return r.constructor.correlation(r,t)},0==e.length)throw new Error("Sample of size 0 not allowed.");this.data=e,this.size=e.length,this.mean=s(e),this.std=this.constructor.stdDev(e),this.variance=this.constructor.variance(e),this.skewness=this.constructor.skewness(e),this.kurtosis=this.constructor.kurtosis(e),this.sqrdMeanDev=this.constructor.sqrdMeanDev(e),this.meanDev=this.constructor.meanDev(e),this.rootMeanSqrd=this.constructor.rootMeanSqrd(e),this.stdMeanDev=this.constructor.stdMeanDev(e),this.relStdDev=this.constructor.relativeStdDev(e),this.quartiles=this.constructor.quartiles(e)}return g.createClass(t,null,[{key:"variance",value:function(t){return m(t,2)/(t.length-1)}},{key:"sqrdMeanDev",value:function(t){return m(t,2)}},{key:"meanDev",value:function(t){return m(t,1,!0)/t.length}},{key:"stdDev",value:function(t){var e=this.variance(t);return isNaN(e)?0:Math.sqrt(e)}},{key:"rootMeanSqrd",value:function(t){return Math.sqrt(t.map(function(t){return t*t}).reduce(function(t,e){return t+e})/t.length)}},{key:"stdMeanDev",value:function(t){return this.stdDev(t)/Math.sqrt(t.length)}},{key:"relativeStdDev",value:function(t){return this.stdDev(t)/s(t)}},{key:"quartiles",value:function(t){return d(t,[.25,.5,.75])}},{key:"skewness",value:function(t){var e=this.stdDev(t);if(isNaN(e)||t.length<3)return NaN;var r=t.length,n=Math.pow(e,3),a=m(t,3);return r*a/((r-1)*(r-2)*n)}},{key:"kurtosis",value:function(t){var e=this.stdDev(t);if(isNaN(e)||t.length<3)return NaN;var r=(t.length,m(t,2)),n=m(t,4);return n/Math.pow(r,2)}},{key:"covariance",value:function(t,e){if(!t||!e||t.size<=1||t.size!==e.size)return NaN;var r=t.data.map(function(r,n){return(t.data[n]-t.mean)*(e.data[n]-e.mean)}).reduce(function(t,e){return t+e},0);return r/(t.size-1)}},{key:"correlation",value:function(t,e){if(!(t&&t.std&&e&&e.std))return NaN;var r=this.covariance(t,e);return r/t.std/e.std}}]),t}();t.choose=e,t.error=r,t.factorial=n,t.gamma=o,t.gammainc_lower=i,t.lngamma=a,t.median=h,t.mean=s,t.mode=l,t.percentile=c,t.quantile=d,t.range=p,t.select=f,t.std=b,t.stirling=k,t.sum=u,t.sumNthPowerDev=m,t.variance=y,t.zscore=M,t.Normal=S,t.Binomial=T,t.Bernoulli=_,t.StudentsT=F,t.Gamma=A,t.ChiSquared=B,t.Exponential=R,t.Cauchy=P,t.Weibull=G,t.Sample=W,t.ttest=w});

lib/distributions.js

@@ -11,4 +11,6 @@ /* @flow */
 import ChiSquared from './distributions/chi-square';
+import Weibull from './distributions/weibull';
 
 
+
 export {
@@ -23,2 +25,3 @@ Normal,
   Cauchy,
+  Weibull,
 };

lib/distributions/distribution.js

@@ -16,18 +16,18 @@ /* @flow */
   /** @private */
-  static mean(): ?number            { return undefined; };
+  static mean(params: Object): number            { return NaN; };
+  /** @private */npm
+  static variance(params: Object): number        { return NaN; };
   /** @private */
-  static variance(): ?number        { return undefined; };
+  static stdDev(params: Object): number          { return Math.sqrt(this.variance(params)); };
   /** @private */
-  static stdDev(): ?number          { return undefined; };
+  static relStdDev(params: Object): number       { return this.stdDev(params) / this.mean(params); };
   /** @private */
-  static relStdDev(): ?number  { return undefined; };
+  static skewness(params: Object): number        { return NaN; };
   /** @private */
-  static skewness(): ?number        { return undefined; };
-  /** @private */
-  static kurtosis(): ?number        { return undefined; };
+  static kurtosis(params: Object): number        { return NaN; };
 
   /** @private */
-  static pdf(): number            { return undefined; };
+  static pdf(): number            { return NaN; };
   /** @private */
-  static cdf(): number            { return undefined; };
+  static cdf(): number            { return NaN; };
 
@@ -34,0 +34,0 @@ /**

package.json

@@ -5,3 +5,3 @@ {
   "author": "Jack Shira <[e-mail]> (http://www.atg.io)",
-  "version": "0.2.2",
+  "version": "0.2.3",
   "license": "ISC",
@@ -8,0 +8,0 @@ "repository" : {

README.md

@@ -19,2 +19,3 @@ # Sampson.js
 - Student's T
+- Weibull
 
@@ -21,0 +22,0 @@ #### Statistics

test/distributions.js

@@ -7,2 +7,3 @@ import test from 'blue-tape';
 
+const DIST_OVERRIDE = 'mean variance skewness kurtosis random pdf cdf validate'.split(' ');
 const DIST_PROPS = 'mean variance stdDev relStdDev skewness kurtosis'.split(' ');
@@ -21,3 +22,3 @@ const DIST_METHODS = 'random pdf cdf'.split(' ');
 
-      DIST_PROPS.concat(DIST_METHODS).concat(DIST_PRIVATE).forEach( prop => {
+      DIST_OVERRIDE.forEach( prop => {
         t.notEqual( Distribution[prop], distribution[prop], `overrides ${prop}` );
@@ -24,0 +25,0 @@ });

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increased by1.33%

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