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    ts-gaussian
    TypeScript icon, indicating that this package has built-in type declarations

    2.0.2 • Public • Published

    ts-gaussian npm CircleCI coverage status

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

    API Docs: https://ts-gaussian.vercel.app

    Creating a Distribution

    import { Gaussian } from 'ts-gaussian';
    const distribution = new Gaussian(0, 1);
    // Take a random sample using inverse transform sampling method.
    const sample = distribution.ppf(Math.random());
    // 0.5071973169873031 or something similar

    Properties

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

    Probability Functions

    • 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

    Combination Functions

    • mul(d): returns the product distribution of this and the given distribution; equivalent to scale(d) when d is a constant
    • div(d): returns the quotient distribution of this and the given distribution; equivalent to scale(1/d) when d is a constant
    • add(d): returns the result of adding this and the given distribution's means and variances
    • sub(d): returns the result of subtracting this and the given distribution's means and variances
    • scale(c): returns the result of scaling this distribution by the given constant

    See Also

    ts-trueskill: https://github.com/scttcper/ts-trueskill

    Forked From

    Source: https://github.com/errcw/gaussian
    ES5 Fork: https://github.com/tomgp/gaussian

    Install

    npm i ts-gaussian

    DownloadsWeekly Downloads

    1,210

    Version

    2.0.2

    License

    MIT

    Unpacked Size

    23.2 kB

    Total Files

    8

    Last publish

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