@types/gaussian/index.d.ts

TypeScript definitions for gaussian

declare function gaussian(mean: number, variance: number): gaussian.Gaussian;

export = gaussian;
export as namespace gaussian;

declare namespace gaussian {
    interface Gaussian {
        /**
         * the mean (μ) of the distribution
         */
        mean: number;
        /**
         * the variance (σ^2) of the distribution
         */
        variance: number;
        /**
         * the standard deviation (σ) of the distribution
         */
        standardDeviation: number;
        /**
         * the probability density function, which describes the
         * probability of a random variable taking on the value x
         */
        pdf(x: number): number;
        /**
         * the cumulative distribution function, which describes the
         * probability of a random variable falling in the interval (−∞, x]
         */
        cdf(x: number): number;
        /**
         * the percent point function, the inverse of cdf
         */
        ppf(x: number): number;
        /**
         * returns the product distribution of this and the given
         * distribution; equivalent to scale(d) when d is a constant
         */
        mul(x: number | Gaussian): Gaussian;
        /**
         * returns the quotient distribution of this and the given
         * distribution; equivalent to scale(1/d) when d is a constant
         */
        div(x: number | Gaussian): Gaussian;
        /**
         * returns the result of adding this and the given
         * distribution's means and variances
         */
        add(x: Gaussian): Gaussian;
        /**
         * returns the result of subtracting this and the given
         * distribution's means and variances
         */
        sub(x: Gaussian): Gaussian;
        /**
         * returns the result of scaling this distribution by the
         * given constant
         */
        scale(x: number): Gaussian;
        /**
         * generates given number of samples of the distribution
         */
        random(x: number, randFn?: () => number): number[];
    }
}