@stdlib/stats/base/dists/gamma/ctor/README.md

Standard library statistical functions.

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# Gamma

> Gamma distribution constructor.

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## Usage

```javascript
var Gamma = require( '@stdlib/stats/base/dists/gamma/ctor' );
```

#### Gamma( \[alpha, beta] )

Returns a [gamma][gamma-distribution] distribution object.

```javascript
var gamma = new Gamma();

var mode = gamma.mode;
// returns 0.0
```

By default, `alpha = 1.0` and `beta = 1.0`. To create a distribution having a different `alpha` (shape parameter) and `beta` (rate parameter), provide the corresponding arguments.

```javascript
var gamma = new Gamma( 2.0, 4.0 );

var mu = gamma.mean;
// returns 0.5
```

* * *

## gamma

A [gamma][gamma-distribution] distribution object has the following properties and methods...

### Writable Properties

#### gamma.alpha

Shape parameter of the distribution. `alpha` **must** be a positive number.

```javascript
var gamma = new Gamma();

var alpha = gamma.alpha;
// returns 1.0

gamma.alpha = 3.0;

alpha = gamma.alpha;
// returns 3.0
```

#### gamma.beta

Rate parameter of the distribution. `beta` **must** be a positive number.

```javascript
var gamma = new Gamma( 2.0, 4.0 );

var b = gamma.beta;
// returns 4.0

gamma.beta = 3.0;

b = gamma.beta;
// returns 3.0
```

* * *

### Computed Properties

#### Gamma.prototype.entropy

Returns the [differential entropy][entropy].

```javascript
var gamma = new Gamma( 4.0, 12.0 );

var entropy = gamma.entropy;
// returns ~-0.462
```

#### Gamma.prototype.kurtosis

Returns the [excess kurtosis][kurtosis].

```javascript
var gamma = new Gamma( 4.0, 12.0 );

var kurtosis = gamma.kurtosis;
// returns 1.5
```

#### Gamma.prototype.mean

Returns the [expected value][expected-value].

```javascript
var gamma = new Gamma( 4.0, 12.0 );

var mu = gamma.mean;
// returns ~0.333
```

#### Gamma.prototype.mode

Returns the [mode][mode].

```javascript
var gamma = new Gamma( 4.0, 12.0 );

var mode = gamma.mode;
// returns 0.25
```

#### Gamma.prototype.skewness

Returns the [skewness][skewness].

```javascript
var gamma = new Gamma( 4.0, 12.0 );

var skewness = gamma.skewness;
// returns 1.0
```

#### Gamma.prototype.stdev

Returns the [standard deviation][standard-deviation].

```javascript
var gamma = new Gamma( 4.0, 12.0 );

var s = gamma.stdev;
// returns ~0.167
```

#### Gamma.prototype.variance

Returns the [variance][variance].

```javascript
var gamma = new Gamma( 4.0, 12.0 );

var s2 = gamma.variance;
// returns ~0.028
```

* * *

### Methods

#### Gamma.prototype.cdf( x )

Evaluates the [cumulative distribution function][cdf] (CDF).

```javascript
var gamma = new Gamma( 2.0, 4.0 );

var y = gamma.cdf( 0.5 );
// returns ~0.594
```

#### Gamma.prototype.logcdf( x )

Evaluates the natural logarithm of the [cumulative distribution function][cdf] (CDF).

```javascript
var gamma = new Gamma( 2.0, 4.0 );

var y = gamma.logcdf( 0.5 );
// returns ~-0.521
```

#### Gamma.prototype.logpdf( x )

Evaluates the natural logarithm of the [probability density function][pdf] (PDF).

```javascript
var gamma = new Gamma( 2.0, 4.0 );

var y = gamma.logpdf( 0.8 );
// returns ~-0.651
```

#### Gamma.prototype.mgf( t )

Evaluates the [moment-generating function][mgf] (MGF).

```javascript
var gamma = new Gamma( 2.0, 4.0 );

var y = gamma.mgf( 0.5 );
// returns ~1.306
```

#### Gamma.prototype.pdf( x )

Evaluates the [probability density function][pdf] (PDF).

```javascript
var gamma = new Gamma( 2.0, 4.0 );

var y = gamma.pdf( 0.8 );
// returns ~0.522
```

#### Gamma.prototype.quantile( p )

Evaluates the [quantile function][quantile-function] at probability `p`.

```javascript
var gamma = new Gamma( 2.0, 4.0 );

var y = gamma.quantile( 0.5 );
// returns ~0.42

y = gamma.quantile( 1.9 );
// returns NaN
```

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* * *

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## Examples

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```javascript
var Gamma = require( '@stdlib/stats/base/dists/gamma/ctor' );

var gamma = new Gamma( 2.0, 4.0 );

var mu = gamma.mean;
// returns 0.5

var mode = gamma.mode;
// returns 0.25

var s2 = gamma.variance;
// returns 0.125

var y = gamma.cdf( 0.8 );
// returns ~0.829
```

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[gamma-distribution]: https://en.wikipedia.org/wiki/Gamma_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

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