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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. --> # Geometric > Geometric 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 Geometric = require( '@stdlib/stats/base/dists/geometric/ctor' ); ``` #### Geometric( \[p] ) Returns a [geometric][geometric-distribution] distribution object. ```javascript var geometric = new Geometric(); var mean = geometric.mean; // returns 1.0 ``` By default, `p = 0.5`. To create a distribution having a different success probability `p`, provide a parameter value. ```javascript var geometric = new Geometric( 0.2 ); var mean = geometric.mean; // returns 4.0 ``` * * * ## geometric A [geometric][geometric-distribution] distribution object has the following properties and methods... ### Writable Properties #### geometric.p Success probability of the distribution. `p` **must** be a probability. ```javascript var geometric = new Geometric( 0.2 ); var p = geometric.p; // returns 0.2 geometric.p = 0.3; p = geometric.p; // returns 0.3 ``` * * * ### Computed Properties #### Geometric.prototype.entropy Returns the [differential entropy][entropy]. ```javascript var geometric = new Geometric( 0.4 ); var entropy = geometric.entropy; // returns ~1.683 ``` #### Geometric.prototype.kurtosis Returns the [excess kurtosis][kurtosis]. ```javascript var geometric = new Geometric( 0.4 ); var kurtosis = geometric.kurtosis; // returns ~6.267 ``` #### Geometric.prototype.mean Returns the [median][expected-value]. ```javascript var geometric = new Geometric( 0.4 ); var mu = geometric.mean; // returns ~1.5 ``` #### Geometric.prototype.median Returns the [median][median]. ```javascript var geometric = new Geometric( 0.4 ); var median = geometric.median; // returns 1.0 ``` #### Geometric.prototype.mode Returns the [mode][mode]. ```javascript var geometric = new Geometric( 0.4 ); var mode = geometric.mode; // returns 0.0 ``` #### Geometric.prototype.skewness Returns the [skewness][skewness]. ```javascript var geometric = new Geometric( 0.4 ); var skewness = geometric.skewness; // returns ~2.066 ``` #### Geometric.prototype.stdev Returns the [standard deviation][standard-deviation]. ```javascript var geometric = new Geometric( 0.4 ); var s = geometric.stdev; // returns ~1.936 ``` #### Geometric.prototype.variance Returns the [variance][variance]. ```javascript var geometric = new Geometric( 0.4 ); var s2 = geometric.variance; // returns ~3.75 ``` * * * ### Methods #### Geometric.prototype.cdf( x ) Evaluates the [cumulative distribution function][cdf] (CDF). ```javascript var geometric = new Geometric( 0.2 ); var y = geometric.cdf( 0.5 ); // returns ~0.2 ``` #### Geometric.prototype.logcdf( x ) Evaluates the natural logarithm of the [cumulative distribution function][cdf] (logCDF). ```javascript var geometric = new Geometric( 0.2 ); var y = geometric.logcdf( 0.5 ); // returns ~-1.609 ``` #### Geometric.prototype.logpmf( x ) Evaluates the natural logarithm of the [probability mass function][pmf] (logPMF). ```javascript var geometric = new Geometric( 0.2 ); var y = geometric.logpmf( 3.0 ); // returns ~-2.279 y = geometric.logpmf( 2.3 ); // returns -Infinity ``` #### Geometric.prototype.mgf( t ) Evaluates the [moment-generating function][mgf] (MGF). ```javascript var geometric = new Geometric( 0.2 ); var y = geometric.mgf( 0.1 ); // returns ~1.908 ``` #### Geometric.prototype.pmf( x ) Evaluates the [probability mass function][pmf] (PMF). ```javascript var geometric = new Geometric( 0.2 ); var y = geometric.pmf( 3.0 ); // returns ~0.102 y = geometric.pmf( 2.3 ); // returns 0.0 ``` #### Geometric.prototype.quantile( p ) Evaluates the [quantile function][quantile-function] at probability `p`. ```javascript var geometric = new Geometric( 0.2 ); var y = geometric.quantile( 0.5 ); // returns 3.0 y = geometric.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 Geometric = require( '@stdlib/stats/base/dists/geometric/ctor' ); var geometric = new Geometric( 0.5 ); var mu = geometric.mean; // returns 1.0 var mode = geometric.mode; // returns 0.0 var s2 = geometric.variance; // returns 2.0 var y = geometric.cdf( 2.0 ); // returns 0.875 ``` </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"> [geometric-distribution]: https://en.wikipedia.org/wiki/Geometric_distribution [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function [mgf]: https://en.wikipedia.org/wiki/Moment-generating_function [pmf]: https://en.wikipedia.org/wiki/Probability_mass_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 [median]: https://en.wikipedia.org/wiki/Median [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 -->