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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. --> # Weibull > Weibull 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 Weibull = require( '@stdlib/stats/base/dists/weibull/ctor' ); ``` #### Weibull( \[k, lambda] ) Returns a [Weibull][weibull-distribution] distribution object. ```javascript var weibull = new Weibull(); var mode = weibull.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` (scale parameter), provide the corresponding arguments. ```javascript var weibull = new Weibull( 2.0, 4.0 ); var mode = weibull.mode; // returns ~2.828 ``` * * * ## weibull A [Weibull][weibull-distribution] distribution object has the following properties and methods... ### Writable Properties #### weibull.k Shape parameter of the distribution. `k` **must** be a positive number. ```javascript var weibull = new Weibull(); var k = weibull.k; // returns 1.0 weibull.k = 3.0; k = weibull.k; // returns 3.0 ``` #### weibull.lambda Scale parameter of the distribution. `lambda` **must** be a positive number. ```javascript var weibull = new Weibull( 2.0, 4.0 ); var lambda = weibull.lambda; // returns 4.0 weibull.lambda = 3.0; lambda = weibull.lambda; // returns 3.0 ``` * * * ### Computed Properties #### Weibull.prototype.entropy Returns the [differential entropy][entropy]. ```javascript var weibull = new Weibull( 4.0, 12.0 ); var entropy = weibull.entropy; // returns ~2.532 ``` #### Weibull.prototype.kurtosis Returns the [excess kurtosis][kurtosis]. ```javascript var weibull = new Weibull( 4.0, 12.0 ); var kurtosis = weibull.kurtosis; // returns ~-0.252 ``` #### Weibull.prototype.mean Returns the [expected value][expected-value]. ```javascript var weibull = new Weibull( 4.0, 12.0 ); var mu = weibull.mean; // returns ~10.877 ``` #### Weibull.prototype.mode Returns the [mode][mode]. ```javascript var weibull = new Weibull( 4.0, 12.0 ); var mode = weibull.mode; // returns ~11.167 ``` #### Weibull.prototype.skewness Returns the [skewness][skewness]. ```javascript var weibull = new Weibull( 4.0, 12.0 ); var skewness = weibull.skewness; // returns ~-0.087 ``` #### Weibull.prototype.stdev Returns the [standard deviation][standard-deviation]. ```javascript var weibull = new Weibull( 4.0, 12.0 ); var s = weibull.stdev; // returns ~3.051 ``` #### Weibull.prototype.variance Returns the [variance][variance]. ```javascript var weibull = new Weibull( 4.0, 12.0 ); var s2 = weibull.variance; // returns ~9.311 ``` * * * ### Methods #### Weibull.prototype.cdf( x ) Evaluates the [cumulative distribution function][cdf] (CDF). ```javascript var weibull = new Weibull( 2.0, 4.0 ); var y = weibull.cdf( 0.5 ); // returns ~0.016 ``` #### Weibull.prototype.logcdf( x ) Evaluates the natural logarithm of the [cumulative distribution function][cdf] (logCDF). ```javascript var weibull = new Weibull( 2.0, 4.0 ); var y = weibull.logcdf( 0.8 ); // returns ~-3.239 ``` #### Weibull.prototype.logpdf( x ) Evaluates the natural logarithm of the [probability density function][pdf] (PDF). ```javascript var weibull = new Weibull( 2.0, 4.0 ); var y = weibull.logpdf( 0.8 ); // returns ~-2.343 ``` #### Weibull.prototype.mgf( t ) Evaluates the [moment-generating function][mgf] (MGF). ```javascript var weibull = new Weibull( 2.0, 4.0 ); var y = weibull.mgf( 0.5 ); // returns ~9.878 ``` #### Weibull.prototype.pdf( x ) Evaluates the [probability density function][pdf] (PDF). ```javascript var weibull = new Weibull( 2.0, 4.0 ); var y = weibull.pdf( 0.8 ); // returns ~0.096 ``` #### Weibull.prototype.quantile( p ) Evaluates the [quantile function][quantile-function] at probability `p`. ```javascript var weibull = new Weibull( 2.0, 4.0 ); var y = weibull.quantile( 0.5 ); // returns ~3.33 y = weibull.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 Weibull = require( '@stdlib/stats/base/dists/weibull/ctor' ); var weibull = new Weibull( 2.0, 4.0 ); var mu = weibull.mean; // returns ~3.545 var mode = weibull.mode; // returns ~2.828 var s2 = weibull.variance; // returns ~3.434 var y = weibull.cdf( 0.8 ); // returns ~0.039 ``` </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"> [weibull-distribution]: https://en.wikipedia.org/wiki/Weibull_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 -->