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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 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; equivalent to scale(d) when d is a constant
  • div(d): returns the quotient distribution of this and the given distribution; equivalent to scale(1/d) when d is a constant
  • add(d): returns the result of adding this and the given distribution’s means and variances
  • sub(d): returns the result of subtracting this and the given distribution’s means and variances
  • scale(c): returns the result of scaling this distribution by the given constant

TODO

  • complete doc
  • complete test