zscore-probability

    1.0.1 • Public • Published

    zscore-probability

    The following functions calculate probability from a z-score and z-score from a probability.

    Install

    npm install --save zscore-probability

    See test.js for a couple of examples.

    About the code

    Found on https://stackoverflow.com/a/36903699/464549

    Original code comments:

    The following JavaScript functions for calculating normal and
    chi-square probabilities and critical values were adapted by
    John Walker from C implementations
    written by Gary Perlman of Wang Institute, Tyngsboro, MA
    01879.  Both the original C code and this JavaScript edition
    are in the public domain.  */
    
    POZ  --  probability of normal z value
    
    Adapted from a polynomial approximation in:
            Ibbetson D, Algorithm 209
            Collected Algorithms of the CACM 1963 p. 616
    Note:
            This routine has six digit accuracy, so it is only useful for absolute
            z values <= 6.  For z values > to 6.0, poz() returns 0.0.
    
    CRITZ  --  Compute critical normal z value to
               produce given p.  We just do a bisection
               search for a value within CHI_EPSILON,
               relying on the monotonicity of pochisq().
    

    License

    MIT © Dennis Iversen

    Install

    npm i zscore-probability

    DownloadsWeekly Downloads

    2

    Version

    1.0.1

    License

    MIT

    Unpacked Size

    6.77 kB

    Total Files

    4

    Last publish

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