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@stdlib/stats

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Standard library statistical functions.

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/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ /* eslint-disable no-restricted-syntax, no-invalid-this */ 'use strict'; // MODULES // var defineProperty = require( '@stdlib/utils/define-property' ); var setReadOnly = require( '@stdlib/utils/define-nonenumerable-read-only-property' ); var setReadOnlyAccessor = require( '@stdlib/utils/define-nonenumerable-read-only-accessor' ); var isProbability = require( '@stdlib/assert/is-probability' ).isPrimitive; var entropy = require( './../../../../../base/dists/bernoulli/entropy' ); var kurtosis = require( './../../../../../base/dists/bernoulli/kurtosis' ); var mean = require( './../../../../../base/dists/bernoulli/mean' ); var mode = require( './../../../../../base/dists/bernoulli/mode' ); var median = require( './../../../../../base/dists/bernoulli/median' ); var skewness = require( './../../../../../base/dists/bernoulli/skewness' ); var stdev = require( './../../../../../base/dists/bernoulli/stdev' ); var variance = require( './../../../../../base/dists/bernoulli/variance' ); var cdf = require( './../../../../../base/dists/bernoulli/cdf' ); var mgf = require( './../../../../../base/dists/bernoulli/mgf' ); var pmf = require( './../../../../../base/dists/bernoulli/pmf' ); var quantile = require( './../../../../../base/dists/bernoulli/quantile' ); var format = require( '@stdlib/string/format' ); // FUNCTIONS // /** * Evaluates the cumulative distribution function (CDF). * * @private * @param {number} x - input value * @returns {number} evaluated CDF */ function bernoulliCDF( x ) { return cdf( x, this.p ); } /** * Evaluates the moment-generating function (MGF). * * @private * @param {number} t - input value * @returns {number} evaluated MGF */ function bernoulliMGF( t ) { return mgf( t, this.p ); } /** * Evaluates the probability mass function (PMF). * * @private * @param {number} x - input value * @returns {number} evaluated PMF */ function bernoulliPMF( x ) { return pmf( x, this.p ); } /** * Evaluates the quantile function. * * @private * @param {Probability} p - input probability * @returns {number} evaluated quantile function */ function bernoulliQuantile( p ) { return quantile( p, this.p ); } // MAIN // /** * Bernoulli distribution constructor. * * @constructor * @param {Probability} [p=0.5] - success probability * @throws {TypeError} `p` must be a probability * @returns {Bernoulli} distribution instance * * @example * var bernoulli = new Bernoulli(); * * var y = bernoulli.cdf( 1.8 ); * // returns 1.0 * * var v = bernoulli.median; * // returns 0.0 */ function Bernoulli() { var p; if ( !(this instanceof Bernoulli) ) { if ( arguments.length === 0 ) { return new Bernoulli(); } return new Bernoulli( arguments[ 0 ] ); } if ( arguments.length ) { p = arguments[ 0 ]; if ( !isProbability( p ) ) { throw new TypeError( format( 'invalid argument. Mean parameter must be a probability. Value: `%s`.', p ) ); } } else { p = 0.5; } defineProperty( this, 'p', { 'configurable': false, 'enumerable': true, 'get': function get() { return p; }, 'set': function set( value ) { if ( !isProbability( value ) ) { throw new TypeError( format( 'invalid assignment. Must be a probability. Value: `%s`.', value ) ); } p = value; } }); return this; } /** * Bernoulli distribution differential entropy. * * @name entropy * @memberof Bernoulli.prototype * @type {number} * @see [differential entropy]{@link https://en.wikipedia.org/wiki/Entropy_%28information_theory%29} * * @example * var bernoulli = new Bernoulli( 0.4 ); * * var v = bernoulli.entropy; * // returns ~0.673 */ setReadOnlyAccessor( Bernoulli.prototype, 'entropy', function get() { return entropy( this.p ); }); /** * Bernoulli distribution excess kurtosis. * * @name kurtosis * @memberof Bernoulli.prototype * @type {number} * @see [kurtosis]{@link https://en.wikipedia.org/wiki/Kurtosis} * * @example * var bernoulli = new Bernoulli( 0.4 ); * * var v = bernoulli.kurtosis; * // returns ~-1.833 */ setReadOnlyAccessor( Bernoulli.prototype, 'kurtosis', function get() { return kurtosis( this.p ); }); /** * Bernoulli distribution expected value. * * @name mean * @memberof Bernoulli.prototype * @type {number} * @see [expected value]{@link https://en.wikipedia.org/wiki/Expected_value} * * @example * var bernoulli = new Bernoulli( 0.4 ); * * var v = bernoulli.mean; * // returns 0.4 */ setReadOnlyAccessor( Bernoulli.prototype, 'mean', function get() { return mean( this.p ); }); /** * Bernoulli distribution median. * * @name median * @memberof Bernoulli.prototype * @type {number} * @see [median]{@link https://en.wikipedia.org/wiki/Median} * * @example * var bernoulli = new Bernoulli( 0.4 ); * * var v = bernoulli.median; * // returns 0.0 */ setReadOnlyAccessor( Bernoulli.prototype, 'median', function get() { return median( this.p ); }); /** * Bernoulli distribution mode. * * @name mode * @memberof Bernoulli.prototype * @type {number} * @see [mode]{@link https://en.wikipedia.org/wiki/Mode_%28statistics%29} * * @example * var bernoulli = new Bernoulli( 0.4 ); * * var v = bernoulli.mode; * // returns 0.0 */ setReadOnlyAccessor( Bernoulli.prototype, 'mode', function get() { return mode( this.p ); }); /** * Bernoulli distribution skewness. * * @name skewness * @memberof Bernoulli.prototype * @type {number} * @see [skewness]{@link https://en.wikipedia.org/wiki/Skewness} * * @example * var bernoulli = new Bernoulli( 0.4 ); * * var v = bernoulli.skewness; * // returns ~0.408 */ setReadOnlyAccessor( Bernoulli.prototype, 'skewness', function get() { return skewness( this.p ); }); /** * Bernoulli distribution standard deviation. * * @name stdev * @memberof Bernoulli.prototype * @type {PositiveNumber} * @see [standard deviation]{@link https://en.wikipedia.org/wiki/Standard_deviation} * * @example * var bernoulli = new Bernoulli( 0.4 ); * * var v = bernoulli.stdev; * // returns ~0.49 */ setReadOnlyAccessor( Bernoulli.prototype, 'stdev', function get() { return stdev( this.p ); }); /** * Bernoulli distribution variance. * * @name variance * @memberof Bernoulli.prototype * @type {PositiveNumber} * @see [variance]{@link https://en.wikipedia.org/wiki/Variance} * * @example * var bernoulli = new Bernoulli( 0.4 ); * * var v = bernoulli.variance; * // returns 0.24 */ setReadOnlyAccessor( Bernoulli.prototype, 'variance', function get() { return variance( this.p ); }); /** * Evaluates the cumulative distribution function (CDF). * * @name cdf * @memberof Bernoulli.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated CDF * @see [cdf]{@link https://en.wikipedia.org/wiki/Cumulative_distribution_function} * * @example * var bernoulli = new Bernoulli( 0.2 ); * * var v = bernoulli.cdf( 1.5 ); * // returns 1.0 */ setReadOnly( Bernoulli.prototype, 'cdf', bernoulliCDF ); /** * Evaluates the moment-generating function (MGF). * * @name mgf * @memberof Bernoulli.prototype * @type {Function} * @param {number} t - input value * @returns {number} evaluated MGF * @see [mgf]{@link https://en.wikipedia.org/wiki/Moment-generating_function} * * @example * var bernoulli = new Bernoulli( 0.2 ); * * var v = bernoulli.mgf( -3.0 ); * // returns ~0.81 */ setReadOnly( Bernoulli.prototype, 'mgf', bernoulliMGF ); /** * Evaluates the probability mass function (PMF). * * @name pmf * @memberof Bernoulli.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated PMF * @see [pmf]{@link https://en.wikipedia.org/wiki/Probability_mass_function} * * @example * var bernoulli = new Bernoulli( 0.2 ); * * var v = bernoulli.pmf( 1.0 ); * // returns 0.2 * * v = bernoulli.pmf( 0.0 ); * // returns 0.8 */ setReadOnly( Bernoulli.prototype, 'pmf', bernoulliPMF ); /** * Evaluates the quantile function. * * @name quantile * @memberof Bernoulli.prototype * @type {Function} * @param {Probability} p - input probability * @returns {number} evaluated quantile function * @see [quantile function]{@link https://en.wikipedia.org/wiki/Quantile_function} * * @example * var bernoulli = new Bernoulli( 0.2 ); * * var v = bernoulli.quantile( 0.9 ); * // returns 1 */ setReadOnly( Bernoulli.prototype, 'quantile', bernoulliQuantile ); // EXPORTS // module.exports = Bernoulli;