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Laplace
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.
Community
License
See LICENSE.
Copyright
Copyright © 2016-2024. The Stdlib Authors.