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Current version released
4 years ago
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Gaussian
A Typescript model of the Normal (or Gaussian) distribution for Deno.
API
Creating a Distribution
import { Gaussian, gaussian } from 'https://deno.land/x/gaussian/mod.ts'
// Create a distribution
const distribution = new Gaussian(mean, variance)
// const distribution = gaussian(mean, variance) // with function
// Take a random sample using inverse transform sampling method.
const sample = distribution.ppf(Math.random())
Properties
mean
: the mean (μ) of the distributionvariance
: the variance (σ^2) of the distributionstandardDeviation
: 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 xcdf(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; equivalent toscale(d)
when d is a constantdiv(d)
: returns the quotient distribution of this and the given distribution; equivalent toscale(1/d)
when d is a constantadd(d)
: returns the result of adding this and the given distribution’s means and variancessub(d)
: returns the result of subtracting this and the given distribution’s means and variancesscale(c)
: returns the result of scaling this distribution by the given constant
TODO
- complete doc
- complete test