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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. --> # Erlang > Erlang distribution constructor. <!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. --> <section class="intro"> </section> <!-- /.intro --> <!-- Package usage documentation. --> <section class="usage"> ## Usage ```javascript var Erlang = require( '@stdlib/stats/base/dists/erlang/ctor' ); ``` #### Erlang( \[k, lambda] ) Returns an [Erlang][erlang-distribution] distribution object. ```javascript var erlang = new Erlang(); var mode = erlang.mode; // returns 0.0 ``` By default, `k = 1.0` and `lambda = 1.0`. To create a distribution having a different `k` (shape parameter) and `lambda` (rate parameter), provide the corresponding arguments. ```javascript var erlang = new Erlang( 2, 4.0 ); var mode = erlang.mode; // returns 0.25 ``` * * * ## erlang An [Erlang][erlang-distribution] distribution object has the following properties and methods... ### Writable Properties #### erlang.k Shape parameter of the distribution. `k` **must** be a positive integer. ```javascript var erlang = new Erlang(); var k = erlang.k; // returns 1.0 erlang.k = 3.0; k = erlang.k; // returns 3.0 ``` #### erlang.lambda Rate parameter of the distribution. `lambda` **must** be a positive number. ```javascript var erlang = new Erlang( 2, 4.0 ); var lambda = erlang.lambda; // returns 4.0 erlang.lambda = 3.0; lambda = erlang.lambda; // returns 3.0 ``` * * * ### Computed Properties #### Erlang.prototype.entropy Returns the [differential entropy][entropy]. ```javascript var erlang = new Erlang( 4, 12.0 ); var entropy = erlang.entropy; // returns ~-0.462 ``` #### Erlang.prototype.kurtosis Returns the [excess kurtosis][kurtosis]. ```javascript var erlang = new Erlang( 4, 12.0 ); var kurtosis = erlang.kurtosis; // returns 1.5 ``` #### Erlang.prototype.mean Returns the [expected value][expected-value]. ```javascript var erlang = new Erlang( 4, 12.0 ); var mu = erlang.mean; // returns ~0.333 ``` #### Erlang.prototype.mode Returns the [mode][mode]. ```javascript var erlang = new Erlang( 4, 12.0 ); var mode = erlang.mode; // returns 0.25 ``` #### Erlang.prototype.skewness Returns the [skewness][skewness]. ```javascript var erlang = new Erlang( 4, 12.0 ); var skewness = erlang.skewness; // returns 1.0 ``` #### Erlang.prototype.stdev Returns the [standard deviation][standard-deviation]. ```javascript var erlang = new Erlang( 4, 12.0 ); var s = erlang.stdev; // returns ~0.167 ``` #### Erlang.prototype.variance Returns the [variance][variance]. ```javascript var erlang = new Erlang( 4, 12.0 ); var s2 = erlang.variance; // returns ~0.028 ``` * * * ### Methods #### Erlang.prototype.cdf( x ) Evaluates the [cumulative distribution function][cdf] (CDF). ```javascript var erlang = new Erlang( 2, 4.0 ); var y = erlang.cdf( 0.5 ); // returns ~0.594 ``` #### Erlang.prototype.logpdf( x ) Evaluates the natural logarithm of the [probability density function][pdf] (PDF). ```javascript var erlang = new Erlang( 2, 4.0 ); var y = erlang.logpdf( 0.8 ); // returns ~-0.65 ``` #### Erlang.prototype.mgf( t ) Evaluates the [moment-generating function][mgf] (MGF). ```javascript var erlang = new Erlang( 2, 4.0 ); var y = erlang.mgf( 0.5 ); // returns ~1.306 ``` #### Erlang.prototype.pdf( x ) Evaluates the [probability density function][pdf] (PDF). ```javascript var erlang = new Erlang( 2, 4.0 ); var y = erlang.pdf( 0.8 ); // returns ~0.522 ``` #### Erlang.prototype.quantile( p ) Evaluates the [quantile function][quantile-function] at probability `p`. ```javascript var erlang = new Erlang( 2, 4.0 ); var y = erlang.quantile( 0.5 ); // returns ~0.42 y = erlang.quantile( 1.9 ); // returns NaN ``` </section> <!-- /.usage --> <!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="notes"> </section> <!-- /.notes --> <!-- Package usage examples. --> * * * <section class="examples"> ## Examples <!-- eslint no-undef: "error" --> ```javascript var Erlang = require( '@stdlib/stats/base/dists/erlang/ctor' ); var erlang = new Erlang( 2, 4.0 ); var mu = erlang.mean; // returns 0.5 var mode = erlang.mode; // returns 0.25 var s2 = erlang.variance; // returns 0.125 var y = erlang.cdf( 0.8 ); // returns ~0.829 ``` </section> <!-- /.examples --> <!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="references"> </section> <!-- /.references --> <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> <section class="related"> </section> <!-- /.related --> <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="links"> [erlang-distribution]: https://en.wikipedia.org/wiki/Erlang_distribution [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function [mgf]: https://en.wikipedia.org/wiki/Moment-generating_function [pdf]: https://en.wikipedia.org/wiki/Probability_density_function [quantile-function]: https://en.wikipedia.org/wiki/Quantile_function [entropy]: https://en.wikipedia.org/wiki/Entropy_%28information_theory%29 [expected-value]: https://en.wikipedia.org/wiki/Expected_value [kurtosis]: https://en.wikipedia.org/wiki/Kurtosis [mode]: https://en.wikipedia.org/wiki/Mode_%28statistics%29 [skewness]: https://en.wikipedia.org/wiki/Skewness [standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation [variance]: https://en.wikipedia.org/wiki/Variance </section> <!-- /.links -->