norm-dist
small standalone normal distribution pdf, cdf icdf (quantile) and truncated average
• Example • Features • Limitations • Why • API • License
Example
var quartile = probability = cummulative = // => 0.25 interQuartileAverage = // => 0
Why
This are usually incorporated into large monolitic libraries. Many times, only this is needed.
API
.pdf(number) => number
z to probability.cdf(number) => number
z to cummulative probability.icdf(number) => number
probability to z,0 <= p <= 1
.intE(z0, z1) => number
average of a truncated interval
All 4 functions are also available directly in standalone files(require('normDist').intE === require('normDist/intE')
)
License
Released under the MIT License