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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 isPositive = require( '@stdlib/assert/is-positive-number' ).isPrimitive; var entropy = require( './../../../../../base/dists/chisquare/entropy' ); var kurtosis = require( './../../../../../base/dists/chisquare/kurtosis' ); var mean = require( './../../../../../base/dists/chisquare/mean' ); var median = require( './../../../../../base/dists/chisquare/median' ); var mode = require( './../../../../../base/dists/chisquare/mode' ); var skewness = require( './../../../../../base/dists/chisquare/skewness' ); var stdev = require( './../../../../../base/dists/chisquare/stdev' ); var variance = require( './../../../../../base/dists/chisquare/variance' ); var cdf = require( './../../../../../base/dists/chisquare/cdf' ); var mgf = require( './../../../../../base/dists/chisquare/mgf' ); var pdf = require( './../../../../../base/dists/chisquare/pdf' ); var quantile = require( './../../../../../base/dists/chisquare/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 chisquareCDF( x ) { return cdf( x, this.k ); } /** * Evaluates the moment-generating function (MGF). * * @private * @param {number} t - input value * @returns {number} evaluated MGF */ function chisquareMGF( t ) { return mgf( t, this.k ); } /** * Evaluates the probability density function (PDF). * * @private * @param {number} x - input value * @returns {number} evaluated PDF */ function chisquarePDF( x ) { return pdf( x, this.k ); } /** * Evaluates the quantile function. * * @private * @param {Probability} p - input probability * @returns {number} evaluated quantile function */ function chisquareQuantile( p ) { return quantile( p, this.k ); } // MAIN // /** * Chi-squared distribution constructor. * * @constructor * @param {PositiveNumber} [k=1.0] - degrees of freedom * @throws {TypeError} `k` must be a positive number * @returns {ChiSquare} distribution instance * * @example * var chisquare = new ChiSquare( 1.0 ); * * var y = chisquare.cdf( 0.8 ); * // returns ~0.629 * * var v = chisquare.mode; * // returns 0.0 */ function ChiSquare() { var k; if ( !(this instanceof ChiSquare) ) { if ( arguments.length === 0 ) { return new ChiSquare(); } return new ChiSquare( arguments[ 0 ] ); } if ( arguments.length ) { k = arguments[ 0 ]; if ( !isPositive( k ) ) { throw new TypeError( format( 'invalid argument. Rate parameter must be a positive number. Value: `%s`.', k ) ); } } else { k = 1.0; } defineProperty( this, 'k', { 'configurable': false, 'enumerable': true, 'get': function get() { return k; }, 'set': function set( value ) { if ( !isPositive( value ) ) { throw new TypeError( format( 'invalid assignment. Must be a positive number. Value: `%s`.', value ) ); } k = value; } }); return this; } /** * Chi-squared distribution differential entropy. * * @name entropy * @memberof ChiSquare.prototype * @type {number} * @see [differential entropy]{@link https://en.wikipedia.org/wiki/Entropy_%28information_theory%29} * * @example * var chisquare = new ChiSquare( 4.0 ); * * var v = chisquare.entropy; * // returns ~2.27 */ setReadOnlyAccessor( ChiSquare.prototype, 'entropy', function get() { return entropy( this.k ); }); /** * Chi-squared distribution excess kurtosis. * * @name kurtosis * @memberof ChiSquare.prototype * @type {number} * @see [kurtosis]{@link https://en.wikipedia.org/wiki/Kurtosis} * * @example * var chisquare = new ChiSquare( 4.0 ); * * var v = chisquare.kurtosis; * // returns 3.0 */ setReadOnlyAccessor( ChiSquare.prototype, 'kurtosis', function get() { return kurtosis( this.k ); }); /** * Chi-squared distribution expected value. * * @name mean * @memberof ChiSquare.prototype * @type {number} * @see [expected value]{@link https://en.wikipedia.org/wiki/Expected_value} * * @example * var chisquare = new ChiSquare( 4.0 ); * * var v = chisquare.mean; * // returns 4.0 */ setReadOnlyAccessor( ChiSquare.prototype, 'mean', function get() { return mean( this.k ); }); /** * Chi-squared distribution median. * * @name median * @memberof ChiSquare.prototype * @type {number} * @see [median]{@link https://en.wikipedia.org/wiki/Median} * * @example * var chisquare = new ChiSquare( 4.0 ); * * var v = chisquare.median; * // returns ~3.357 */ setReadOnlyAccessor( ChiSquare.prototype, 'median', function get() { return median( this.k ); }); /** * Chi-squared distribution mode. * * @name mode * @memberof ChiSquare.prototype * @type {number} * @see [mode]{@link https://en.wikipedia.org/wiki/Mode_%28statistics%29} * * @example * var chisquare = new ChiSquare( 4.0 ); * * var v = chisquare.mode; * // returns 2.0 */ setReadOnlyAccessor( ChiSquare.prototype, 'mode', function get() { return mode( this.k ); }); /** * Chi-squared distribution skewness. * * @name skewness * @memberof ChiSquare.prototype * @type {number} * @see [skewness]{@link https://en.wikipedia.org/wiki/Skewness} * * @example * var chisquare = new ChiSquare( 4.0 ); * * var v = chisquare.skewness; * // returns ~1.414 */ setReadOnlyAccessor( ChiSquare.prototype, 'skewness', function get() { return skewness( this.k ); }); /** * Chi-squared distribution standard deviation. * * @name stdev * @memberof ChiSquare.prototype * @type {number} * @see [standard deviation]{@link https://en.wikipedia.org/wiki/Standard_deviation} * * @example * var chisquare = new ChiSquare( 4.0 ); * * var v = chisquare.stdev; * // returns ~2.828 */ setReadOnlyAccessor( ChiSquare.prototype, 'stdev', function get() { return stdev( this.k ); }); /** * Chi-squared distribution variance. * * @name variance * @memberof ChiSquare.prototype * @type {number} * @see [variance]{@link https://en.wikipedia.org/wiki/Variance} * * @example * var chisquare = new ChiSquare( 4.0 ); * * var v = chisquare.variance; * // returns 8.0 */ setReadOnlyAccessor( ChiSquare.prototype, 'variance', function get() { return variance( this.k ); }); /** * Evaluates the cumulative distribution function (CDF). * * @name cdf * @memberof ChiSquare.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 chisquare = new ChiSquare( 2.0 ); * * var v = chisquare.cdf( 0.5 ); * // returns ~0.221 */ setReadOnly( ChiSquare.prototype, 'cdf', chisquareCDF ); /** * Evaluates the moment-generating function (MGF). * * @name mgf * @memberof ChiSquare.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 chisquare = new ChiSquare( 2.0 ); * * var v = chisquare.mgf( 0.2 ); * // returns ~1.667 */ setReadOnly( ChiSquare.prototype, 'mgf', chisquareMGF ); /** * Evaluates the probability density function (PDF). * * @name pdf * @memberof ChiSquare.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated PDF * @see [pdf]{@link https://en.wikipedia.org/wiki/Probability_density_function} * * @example * var chisquare = new ChiSquare( 2.0 ); * * var v = chisquare.pdf( 0.8 ); * // returns ~0.335 */ setReadOnly( ChiSquare.prototype, 'pdf', chisquarePDF ); /** * Evaluates the quantile function. * * @name quantile * @memberof ChiSquare.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 chisquare = new ChiSquare( 2.0 ); * * var v = chisquare.quantile( 0.5 ); * // returns ~1.386 */ setReadOnly( ChiSquare.prototype, 'quantile', chisquareQuantile ); // EXPORTS // module.exports = ChiSquare;