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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. --> # Student's T > Student's t 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 T = require( '@stdlib/stats/base/dists/t/ctor' ); ``` #### T( \[v] ) Returns a [Student's t][t-distribution] distribution object. ```javascript var t = new T(); var mu = t.mean; // returns NaN ``` By default, `v = 1.0`. To create a distribution having a different degrees of freedom `v`, provide a parameter value. ```javascript var t = new T( 4.0 ); var mu = t.mean; // returns 0.0 ``` * * * ## t A [Student's t][t-distribution] distribution object has the following properties and methods... ### Writable Properties #### t.v Degrees of freedom of the distribution. `v` **must** be a positive number. ```javascript var t = new T( 2.0 ); var v = t.v; // returns 2.0 t.v = 3.0; v = t.v; // returns 3.0 ``` * * * ### Computed Properties #### T.prototype.entropy Returns the [differential entropy][entropy]. ```javascript var t = new T( 4.0 ); var entropy = t.entropy; // returns ~1.682 ``` #### T.prototype.kurtosis Returns the [excess kurtosis][kurtosis]. ```javascript var t = new T( 4.0 ); var kurtosis = t.kurtosis; // returns Infinity ``` #### T.prototype.mean Returns the [expected value][expected-value]. ```javascript var t = new T( 4.0 ); var mu = t.mean; // returns 0.0 ``` #### T.prototype.median Returns the [median][median]. ```javascript var t = new T( 4.0 ); var median = t.median; // returns 0.0 ``` #### T.prototype.mode Returns the [mode][mode]. ```javascript var t = new T( 4.0 ); var mode = t.mode; // returns 0.0 ``` #### T.prototype.skewness Returns the [skewness][skewness]. ```javascript var t = new T( 4.0 ); var skewness = t.skewness; // returns 0.0 ``` #### T.prototype.stdev Returns the [standard deviation][standard-deviation]. ```javascript var t = new T( 4.0 ); var s = t.stdev; // returns ~1.414 ``` #### T.prototype.variance Returns the [variance][variance]. ```javascript var t = new T( 4.0 ); var s2 = t.variance; // returns 2.0 ``` * * * ### Methods #### T.prototype.cdf( x ) Evaluates the [cumulative distribution function][cdf] (CDF). ```javascript var t = new T( 2.0 ); var y = t.cdf( 0.5 ); // returns ~0.667 ``` #### T.prototype.logcdf( x ) Evaluates the natural logarithm of the [cumulative distribution function][cdf] (CDF). ```javascript var t = new T( 2.0 ); var y = t.logcdf( 0.5 ); // returns ~-0.405 ``` #### T.prototype.logpdf( x ) Evaluates the natural logarithm of the [probability density function][pdf] (PDF). ```javascript var t = new T( 2.0 ); var y = t.logpdf( 0.8 ); // returns ~-1.456 ``` #### T.prototype.pdf( x ) Evaluates the [probability density function][pdf] (PDF). ```javascript var t = new T( 2.0 ); var y = t.pdf( 0.8 ); // returns ~0.233 ``` #### T.prototype.quantile( p ) Evaluates the [quantile function][quantile-function] at probability `p`. ```javascript var t = new T( 2.0 ); var y = t.quantile( 0.5 ); // returns 0.0 y = t.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 T = require( '@stdlib/stats/base/dists/t/ctor' ); var t = new T( 2.0 ); var mu = t.mean; // returns 0.0 var mode = t.mode; // returns 0.0 var s2 = t.variance; // returns Infinity var y = t.cdf( 0.8 ); // returns ~0.746 ``` </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"> [t-distribution]: https://en.wikipedia.org/wiki/Student%27s_t-distribution [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_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 -->