UNPKG

@stdlib/stats

Version:

Standard library statistical functions.

361 lines (216 loc) 6.94 kB
<!-- @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. --> # Laplace > Laplace 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 Laplace = require( '@stdlib/stats/base/dists/laplace/ctor' ); ``` #### Laplace( \[mu, b] ) Returns a [Laplace][laplace-distribution] distribution object. ```javascript var laplace = new Laplace(); var mu = laplace.mean; // returns 0.0 ``` By default, `mu = 0.0` and `b = 1.0`. To create a distribution having a different `mu` (location parameter) and `b` (scale parameter), provide the corresponding arguments. ```javascript var laplace = new Laplace( 2.0, 4.0 ); var mu = laplace.mean; // returns 2.0 ``` * * * ## laplace A [Laplace][laplace-distribution] distribution object has the following properties and methods... ### Writable Properties #### laplace.mu Location parameter of the distribution. ```javascript var laplace = new Laplace(); var mu = laplace.mu; // returns 0.0 laplace.mu = 3.0; mu = laplace.mu; // returns 3.0 ``` #### laplace.b Scale parameter of the distribution. `b` **must** be a positive number. ```javascript var laplace = new Laplace( 2.0, 4.0 ); var b = laplace.b; // returns 4.0 laplace.b = 3.0; b = laplace.b; // returns 3.0 ``` * * * ### Computed Properties #### Laplace.prototype.entropy Returns the [differential entropy][entropy]. ```javascript var laplace = new Laplace( 4.0, 12.0 ); var entropy = laplace.entropy; // returns ~4.178 ``` #### Laplace.prototype.kurtosis Returns the [excess kurtosis][kurtosis]. ```javascript var laplace = new Laplace( 4.0, 12.0 ); var kurtosis = laplace.kurtosis; // returns 3.0 ``` #### Laplace.prototype.mean Returns the [expected value][expected-value]. ```javascript var laplace = new Laplace( 4.0, 12.0 ); var mu = laplace.mean; // returns 4.0 ``` #### Laplace.prototype.median Returns the [median][median]. ```javascript var laplace = new Laplace( 4.0, 12.0 ); var median = laplace.median; // returns 4.0 ``` #### Laplace.prototype.mode Returns the [mode][mode]. ```javascript var laplace = new Laplace( 4.0, 12.0 ); var mode = laplace.mode; // returns 4.0 ``` #### Laplace.prototype.skewness Returns the [skewness][skewness]. ```javascript var laplace = new Laplace( 4.0, 12.0 ); var skewness = laplace.skewness; // returns 0.0 ``` #### Laplace.prototype.stdev Returns the [standard deviation][standard-deviation]. ```javascript var laplace = new Laplace( 4.0, 12.0 ); var s = laplace.stdev; // returns ~16.971 ``` #### Laplace.prototype.variance Returns the [variance][variance]. ```javascript var laplace = new Laplace( 4.0, 12.0 ); var s2 = laplace.variance; // returns 288.0 ``` * * * ### Methods #### Laplace.prototype.cdf( x ) Evaluates the [cumulative distribution function][cdf] (CDF). ```javascript var laplace = new Laplace( 2.0, 4.0 ); var y = laplace.cdf( 0.5 ); // returns ~0.344 ``` #### Laplace.prototype.logcdf( x ) Evaluates the natural logarithm of the [cumulative distribution function][cdf] (CDF). ```javascript var laplace = new Laplace( 2.0, 4.0 ); var y = laplace.logcdf( 2.0 ); // returns ~-0.693 ``` #### Laplace.prototype.logpdf( x ) Evaluates the natural logarithm of the [probability density function][pdf] (PDF). ```javascript var laplace = new Laplace( 2.0, 4.0 ); var y = laplace.logpdf( 0.8 ); // returns ~-2.379 ``` #### Laplace.prototype.mgf( t ) Evaluates the [moment-generating function][mgf] (MGF). ```javascript var laplace = new Laplace( 2.0, 4.0 ); var y = laplace.mgf( 0.2 ); // returns ~4.144 ``` #### Laplace.prototype.pdf( x ) Evaluates the [probability density function][pdf] (PDF). ```javascript var laplace = new Laplace( 2.0, 4.0 ); var y = laplace.pdf( 2.0 ); // returns 0.125 ``` #### Laplace.prototype.quantile( p ) Evaluates the [quantile function][quantile-function] at probability `p`. ```javascript var laplace = new Laplace( 2.0, 4.0 ); var y = laplace.quantile( 0.5 ); // returns 2.0 y = laplace.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 Laplace = require( '@stdlib/stats/base/dists/laplace/ctor' ); var laplace = new Laplace( 2.0, 4.0 ); var mean = laplace.mean; // returns 2.0 var median = laplace.median; // returns 2.0 var s2 = laplace.variance; // returns 32.0 var y = laplace.cdf( 0.8 ); // returns ~0.37 ``` </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"> [laplace-distribution]: https://en.wikipedia.org/wiki/Laplace_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 [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 -->