@bmancini55/finance/dist/stats-normal.d.ts

Finance utilities for JavaScript

export declare class Normal {
    /**
     * Standard normal distribution has mean=0 and stddev=1
     */
    static standard: Normal;
    /**
     * Calculates the error function at x based on the
     * Python Math.erf implementation
     * https://docs.python.org/2/library/math.html#math.erf
     * @param x
     */
    static erf(x: number): number;
    /**
     * Mean of this distribution
     */
    mean: number;
    /**
     * Stadard deviation for this distribution
     */
    stddev: number;
    /**
     * Variance for this distribution
     */
    variance: number;
    /**
     * Creates a normal distrubtion with the supplied mean and
     * standard deviation.
     *
     * @remarks https://en.wikipedia.org/wiki/Normal_distribution
     * @param mean
     * @param stddev
     */
    constructor(mean: number, stddev: number);
    /**
     * Calculates the approximation of the CDF.
     * @param x value
     * @returns approximate CDF
     */
    cdf(x: number): number;
    /**
     * Calculates the derivative of the CDF, the PDF.
     * @param x value
     * @returns the PDF value
     */
    pdf(x: number): number;
}