distributions

> A collection of probability distribution functions

Installation

``sheel
npm install distributions
`

Example

`javascript
var distributions = require('distributions');
var normal = distributions.Normal(1 / mean /, 2 / std deviation /);

console.log(normal.pdf(1)); // 0.199...
console.log(normal.cdf(1)); // 0.5
console.log(normal.inv(1)); // Infiniy

console.log(normal.mean()); // 1
console.log(normal.median()); // 1
console.log(normal.variance()); // 4
`

Documentation

All distributions in this module takes some or no arguments and can have a
default value. They are also created by calling the constructor:

`javascript
// both do the same
var uniform = distributions.Uniform(-2, 2);
var uniform = new distributions.Uniform(-2, 2);
`

The instance then has 3 probability functions:

`javascript
var y = uniform.pdf(x); // probability density function
var p = uniform.cdf(q); // cumulative distribution function
var q = uniform.inv(p); // quantile function
`

and also 3 general methods for the _median_, _mean_ and _variance_:

`javascript
uniform.median();
uniform.mean();
uniform.variance();
`

The currently implemented distributions are listed bellow.

##### Uniform(a = 0, b = 1) - The Uniform Distribution

Create a uniform distribution, with a range from a to b. Note that
uniform.inv(p) will return NaN outside the range from 0 to 1,
and that uniform.inv(0) == a and uniform.inv(1) == b.

##### Normal(mean = 0, sd = 1) - The Normal Distribution

Create a normal distribution, with a custom mean (mean) and standard deviation
(sd).

##### Studentt(df) - The Student t Distribution

Create a student t distribution, with a degree of freedom set to df.

##### Binomial(properbility, size) - The Binomial Distribution

Create a binomial distribution, with a a given properbility of success and
sample size`.

Testing

All functions are tested by comparing with a mathematical reference
either _MatLab_, _Maple_ or _R_.

License

The software is license under "MIT"

> Copyright (c) 2013 Andreas Madsen
>
> Permission is hereby granted, free of charge, to any person obtaining a copy
> of this software and associated documentation files (the "Software"), to deal
> in the Software without restriction, including without limitation the rights
> to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
> copies of the Software, and to permit persons to whom the Software is
> furnished to do so, subject to the following conditions:
>
> The above copyright notice and this permission notice shall be included in
> all copies or substantial portions of the Software.
>
> THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
> IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
> FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
> AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
> LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
> OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
> THE SOFTWARE.