gaussian
    DefinitelyTyped icon, indicating that this package has TypeScript declarations provided by the separate @types/gaussian package

    1.2.0 • Public • Published

    gaussian

    A JavaScript model of the Normal (or Gaussian) distribution.

    API

    Creating a Distribution

    var gaussian = require('gaussian');
    var distribution = gaussian(mean, variance);
    // Take a random sample using inverse transform sampling method.
    var 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

    Generation Function

    • random(n): returns an array of generated n random samples correspoding to the Gaussian parameters.

    Install

    npm i gaussian

    DownloadsWeekly Downloads

    34,250

    Version

    1.2.0

    License

    none

    Unpacked Size

    11.9 kB

    Total Files

    9

    Last publish

    Collaborators

    • errcw