@stdlib/stats-base-dists-laplace-ctor
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    0.0.6 • Public • Published

    Laplace

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    Laplace distribution constructor.

    Installation

    npm install @stdlib/stats-base-dists-laplace-ctor

    Usage

    var Laplace = require( '@stdlib/stats-base-dists-laplace-ctor' );

    Laplace( [mu, b] )

    Returns a Laplace distribution object.

    var laplace = new Laplace();
    
    var mu = laplace.mean;
    // returns 0.0

    By default, mu = 0.0 and b = 1.0. To create a distribution having a different mu (location parameter) and b (scale parameter), provide the corresponding arguments.

    var laplace = new Laplace( 2.0, 4.0 );
    
    var mu = laplace.mean;
    // returns 2.0

    laplace

    A Laplace distribution object has the following properties and methods...

    Writable Properties

    laplace.mu

    Location parameter of the distribution.

    var laplace = new Laplace();
    
    var mu = laplace.mu;
    // returns 0.0
    
    laplace.mu = 3.0;
    
    mu = laplace.mu;
    // returns 3.0

    laplace.b

    Scale parameter of the distribution. b must be a positive number.

    var laplace = new Laplace( 2.0, 4.0 );
    
    var b = laplace.b;
    // returns 4.0
    
    laplace.b = 3.0;
    
    b = laplace.b;
    // returns 3.0

    Computed Properties

    Laplace.prototype.entropy

    Returns the differential entropy.

    var laplace = new Laplace( 4.0, 12.0 );
    
    var entropy = laplace.entropy;
    // returns ~4.178

    Laplace.prototype.kurtosis

    Returns the excess kurtosis.

    var laplace = new Laplace( 4.0, 12.0 );
    
    var kurtosis = laplace.kurtosis;
    // returns 3.0

    Laplace.prototype.mean

    Returns the expected value.

    var laplace = new Laplace( 4.0, 12.0 );
    
    var mu = laplace.mean;
    // returns 4.0

    Laplace.prototype.median

    Returns the median.

    var laplace = new Laplace( 4.0, 12.0 );
    
    var median = laplace.median;
    // returns 4.0

    Laplace.prototype.mode

    Returns the mode.

    var laplace = new Laplace( 4.0, 12.0 );
    
    var mode = laplace.mode;
    // returns 4.0

    Laplace.prototype.skewness

    Returns the skewness.

    var laplace = new Laplace( 4.0, 12.0 );
    
    var skewness = laplace.skewness;
    // returns 0.0

    Laplace.prototype.stdev

    Returns the standard deviation.

    var laplace = new Laplace( 4.0, 12.0 );
    
    var s = laplace.stdev;
    // returns ~16.971

    Laplace.prototype.variance

    Returns the variance.

    var laplace = new Laplace( 4.0, 12.0 );
    
    var s2 = laplace.variance;
    // returns 288.0

    Methods

    Laplace.prototype.cdf( x )

    Evaluates the cumulative distribution function (CDF).

    var laplace = new Laplace( 2.0, 4.0 );
    
    var y = laplace.cdf( 0.5 );
    // returns ~0.344

    Laplace.prototype.logcdf( x )

    Evaluates the natural logarithm of the cumulative distribution function (CDF).

    var laplace = new Laplace( 2.0, 4.0 );
    
    var y = laplace.logcdf( 2.0 );
    // returns ~-0.693

    Laplace.prototype.logpdf( x )

    Evaluates the natural logarithm of the probability density function (PDF).

    var laplace = new Laplace( 2.0, 4.0 );
    
    var y = laplace.logpdf( 0.8 );
    // returns ~-2.379

    Laplace.prototype.mgf( t )

    Evaluates the moment-generating function (MGF).

    var laplace = new Laplace( 2.0, 4.0 );
    
    var y = laplace.mgf( 0.2 );
    // returns ~4.144

    Laplace.prototype.pdf( x )

    Evaluates the probability density function (PDF).

    var laplace = new Laplace( 2.0, 4.0 );
    
    var y = laplace.pdf( 2.0 );
    // returns 0.125

    Laplace.prototype.quantile( p )

    Evaluates the quantile function at probability p.

    var laplace = new Laplace( 2.0, 4.0 );
    
    var y = laplace.quantile( 0.5 );
    // returns 2.0
    
    y = laplace.quantile( 1.9 );
    // returns NaN

    Examples

    var Laplace = require( '@stdlib/stats-base-dists-laplace-ctor' );
    
    var laplace = new Laplace( 2.0, 4.0 );
    
    var mean = laplace.mean;
    // returns 2.0
    
    var median = laplace.median;
    // returns 2.0
    
    var s2 = laplace.variance;
    // returns 32.0
    
    var y = laplace.cdf( 0.8 );
    // returns ~0.37

    Notice

    This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

    For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

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    License

    See LICENSE.

    Copyright

    Copyright © 2016-2021. The Stdlib Authors.

    Install

    npm i @stdlib/stats-base-dists-laplace-ctor

    Homepage

    stdlib.io

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    0.0.6

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