gaussian-ts

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

API

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``typescript
import { Gaussian } from "@searchlight.ai/gaussian-typescript";
const distribution = new Gaussian(mean, variance);
const cdf = distribution.cdf(25);

cdf.add(new Gaussian(1,2))
`

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- mean: the mean (μ) of the distribution
- variance: the variance (σ^2) of the distribution
- standardDeviation: the standard deviation (σ) of the distribution

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- 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_

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- mul(d): updates the product distribution of this and the given distribution;
- div(d): updates the quotient distribution of this and the given distribution;
- mul_constant(d): updates scale(d); equivalent to calling mul(d: number)
- div_constant(d): updates scale(1/d); equivalent to calling div(d: number)
- add(d): updates the result of adding this and the given distribution's means and variances
- sub(d): updates the result of subtracting this and the given distribution's means and variances
- scale(c)`: updates the result of scaling this distribution by the given constant

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The original package while great creates a new Gaussian object on every combination function.
One slight optimization in this library is that rather than creating a new Gaussian object
on every call, we will update our Gaussian's objects instance variables.

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__Source__: https://github.com/errcw/gaussian