https://github.com/roualdes/distributions
Javascript library to compute some functions associated with statistical distributions
https://github.com/roualdes/distributions
Last synced: about 2 months ago
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Javascript library to compute some functions associated with statistical distributions
- Host: GitHub
- URL: https://github.com/roualdes/distributions
- Owner: roualdes
- License: bsd-3-clause
- Created: 2025-03-17T20:47:56.000Z (2 months ago)
- Default Branch: main
- Last Pushed: 2025-03-17T21:21:58.000Z (2 months ago)
- Last Synced: 2025-03-17T22:22:47.180Z (2 months ago)
- Language: TypeScript
- Homepage: https://github.com/roualdes/distributions
- Size: 97.7 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Overview
`distributions` is a Javascript library to compute some functions
associated with statistical distributions.
## available functions
name | density | distributon | log-density | random | quantile
-----|---------|-------------|-------------|--------|---------
beta | ✅ | ✅ | ✅ | ✅ | ✅ |
binomial | ✅ | ✅ | ✅ | ✅ | ✅ |
exponential | ✅ | ✅ | ✅ | ✅ | ✅ |
F | ❌ | ❌ | ❌ | ❌| ❌ |
gamma | ✅ | ✅ | ✅ | ✅ | ✅ |
geometric | ❌ | ❌ | ❌ | ❌| ❌ |
negative binomial | ❌ | ❌ | ❌ | ❌| ❌ |
normal | ✅ | ✅ | ✅ | ✅ | ✅ |
poisson | ✅ | ✅ | ✅ | ✅ | ✅ |
rayleigh | ❌ | ❌ | ❌ | ❌| ❌ |
T | ❌ | ❌ | ❌ | ❌| ❌ |
uniform | ✅ | ✅ | ✅ | ✅ | ✅ |
## build
To build the package, first clone this repository. Then run
```
npm run i
npm run build
```
This will make a `dist` folder with `distributions.es.js` and
`distributions.cjs.js`.
## test
Tests are run with
```
npm run test
```
## internals
This package makes use of the following
* [regularized incomplete beta function](https://en.wikipedia.org/wiki/Beta_function#Incomplete_beta_function)
* [regularized lower incomplete gamma function](https://en.wikipedia.org/wiki/Incomplete_gamma_function#Regularized_gamma_functions_and_Poisson_random_variables)
* [Cornish-Fisher expansion](https://en.wikipedia.org/wiki/Cornish–Fisher_expansion#cite_note-Abramowitz935-3)
* the root finding algorithm named after [Richard Brent](https://en.wikipedia.org/wiki/Richard_P._Brent), [Brent's method](https://en.wikipedia.org/wiki/Brent%27s_method)
* ...
See also the file `references.bib`.