@stdlib/stats-base-dists-t-cdf
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    0.0.7 • Public • Published

    Cumulative Distribution Function

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    Student's t distribution cumulative distribution function (CDF).

    The cumulative distribution function (CDF) for a t distribution random variable is

    Cumulative distribution function (CDF) for a Student's t distribution.

    where v > 0 is the degrees of freedom. In the definition, Beta( x; a, b ) denotes the lower incomplete beta function and Beta( a, b ) the beta function.

    Installation

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

    Usage

    var cdf = require( '@stdlib/stats-base-dists-t-cdf' );

    cdf( x, v )

    Evaluates the cumulative distribution function (CDF) for a Student's t distribution with degrees of freedom v.

    var y = cdf( 2.0, 0.1 );
    // returns ~0.611
    
    y = cdf( 1.0, 2.0 );
    // returns ~0.789
    
    y = cdf( -1.0, 4.0 );
    // returns ~0.187

    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 v <= 0, the function returns NaN.

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

    cdf.factory( v )

    Returns a function for evaluating the cdf of a Student's t distribution with degrees of freedom v.

    var mycdf = cdf.factory( 0.5 );
    var y = mycdf( 3.0 );
    // returns ~0.816
    
    y = mycdf( 1.0 );
    // returns ~0.699

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var cdf = require( '@stdlib/stats-base-dists-t-cdf' );
    
    var v;
    var x;
    var y;
    var i;
    
    for ( i = 0; i < 10; i++ ) {
        x = (randu() * 6.0) - 3.0;
        v = randu() * 10.0;
        y = cdf( x, v );
        console.log( 'x: %d, v: %d, F(x;v): %d', x.toFixed( 4 ), v.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-t-cdf

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    485

    Version

    0.0.7

    License

    Apache-2.0

    Unpacked Size

    42 kB

    Total Files

    11

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser