The following functions calculate probability from a z-score and also z-score from a probability.
npm install zscore-probabilityThe following functions calculate probability from a z-score and z-score from a probability.
npm install --save zscore-probability
See test.js for a couple of examples.
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().
MIT © Dennis Iversen