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    @stdlib/stats-base-dists-rayleigh-cdf
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    0.0.6 • Public • Published

    Cumulative Distribution Function

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    Rayleigh distribution cumulative distribution function.

    The cumulative distribution function for a Rayleigh random variable is

    Cumulative distribution function for a Rayleigh distribution.

    where sigma > 0 is the scale parameter.

    Installation

    npm install @stdlib/stats-base-dists-rayleigh-cdf

    Usage

    var cdf = require( '@stdlib/stats-base-dists-rayleigh-cdf' );

    cdf( x, sigma )

    Evaluates the cumulative distribution function for a Rayleigh distribution with scale parameter sigma.

    var y = cdf( 2.0, 3.0 );
    // returns ~0.199
    
    y = cdf( 1.0, 2.0 );
    // returns ~0.118
    
    y = cdf( -1.0, 4.0 );
    // returns 0.0

    If provided NaN as any argument, the function returns NaN.

    var y = cdf( NaN, 1.0 );
    // returns NaN
    
    y = cdf( 0.0, NaN );
    // returns NaN

    If provided sigma < 0, the function returns NaN.

    var y = cdf( 2.0, -1.0 );
    // returns NaN

    If provided sigma = 0, the function evaluates the CDF of a degenerate distribution centered at 0.

    var y = cdf( -2.0, 0.0 );
    // returns 0.0
    
    y = cdf( 0.0, 0.0 );
    // returns 1.0
    
    y = cdf( 2.0, 0.0 );
    // returns 1.0

    cdf.factory( sigma )

    Returns a function for evaluating the cumulative distribution function of a Rayleigh distribution with parameter sigma (scale parameter).

    var myCDF = cdf.factory( 0.5 );
    y = myCDF( 1.0 );
    // returns ~0.865
    
    y = myCDF( 0.5 );
    // returns ~0.393

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var cdf = require( '@stdlib/stats-base-dists-rayleigh-cdf' );
    
    var sigma;
    var x;
    var y;
    var i;
    
    for ( i = 0; i < 10; i++ ) {
        x = randu() * 10.0;
        sigma = randu() * 10.0;
        y = cdf( x, sigma );
        console.log( 'x: %d, σ: %d, F(x;σ): %d', x.toFixed( 4 ), sigma.toFixed( 4 ), y.toFixed( 4 ) );
    }

    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 © 2016-2022. The Stdlib Authors.

    Install

    npm i @stdlib/stats-base-dists-rayleigh-cdf

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    206

    Version

    0.0.6

    License

    Apache-2.0

    Unpacked Size

    56.5 kB

    Total Files

    11

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    Collaborators

    • stdlib-bot
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