distributions-poisson-cdf
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Poisson distribution cumulative distribution function (CDF).
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Cumulative Distribution Function
===
[![NPM version][npm-image]][npm-url] [![Build Status][travis-image]][travis-url] [![Coverage Status][codecov-image]][codecov-url] [![Dependencies][dependencies-image]][dependencies-url]
> [Poisson](https://en.wikipedia.org/wiki/Poisson_distribution) distribution [cumulative distribution function](https://en.wikipedia.org/wiki/Cumulative_distribution_function).
The [cumulative distribution function](https://en.wikipedia.org/wiki/Cumulative_distribution_function) for a [Poisson](https://en.wikipedia.org/wiki/Poisson_distribution) random variable is
<div class="equation" align="center" data-raw-text="F(x;\lambda) = \begin{cases} 0 & \text{ for } x \le 0 \\
e^{-\lambda} \sum_{i=0}^{\lfloor x\rfloor} \frac{\lambda^i}{i!} & \text{ for } x > 0
\end{cases}" data-equation="eq:cdf">
<img src="https://cdn.rawgit.com/distributions-io/poisson-cdf/68fcd1ed9f3e335679f49784af42a5e076088c1a/docs/img/eqn.svg" alt="Cumulative distribution function for a Poisson distribution.">
<br>
</div>
where `lambda` is the mean parameter. Internally, the module evaluates the CDF by evaluating the upper regularized [gamma function](https://github.com/compute-io/gammainc) at input values `lambda` and `floor( x ) + 1`.
## Installation
``` bash
$ npm install distributions-poisson-cdf
```
For use in the browser, use [browserify](https://github.com/substack/node-browserify).
## Usage
``` javascript
var cdf = require( 'distributions-poisson-cdf' );
```
#### cdf( x[, options] )
Evaluates the [cumulative distribution function](https://en.wikipedia.org/wiki/Cumulative_distribution_function) for the [Poisson](https://en.wikipedia.org/wiki/Poisson_distribution) distribution. `x` may be either a [`number`](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number), an [`array`](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array), a [`typed array`](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Typed_arrays), or a [`matrix`](https://github.com/dstructs/matrix).
``` javascript
var matrix = require( 'dstructs-matrix' ),
mat,
out,
x,
i;
out = cdf( 1 );
// returns ~0.736
x = [ -1, 0, 1, 2, 3 ];
out = cdf( x );
// returns [ 0, ~0.368, ~0.736, ~0.92, ~0.981 ]
x = new Float32Array( x );
out = cdf( x );
// returns Float64Array( [0,~0.368,~0.736,~0.92,~0.981] )
x = new Float32Array( 6 );
for ( i = 0; i < 6; i++ ) {
x[ i ] = i;
}
mat = matrix( x, [3,2], 'float32' );
/*
[ 0 1
2 3
4 5 ]
*/
out = cdf( mat );
/*
[ ~0.368 ~0.736
~0.92 ~0.981
~0.996 ~0.999 ]
*/
```
The function accepts the following `options`:
* __lambda__: mean parameter. Default: `1`.
* __accessor__: accessor `function` for accessing `array` values.
* __dtype__: output [`typed array`](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Typed_arrays) or [`matrix`](https://github.com/dstructs/matrix) data type. Default: `float64`.
* __copy__: `boolean` indicating if the `function` should return a new data structure. Default: `true`.
* __path__: [deepget](https://github.com/kgryte/utils-deep-get)/[deepset](https://github.com/kgryte/utils-deep-set) key path.
* __sep__: [deepget](https://github.com/kgryte/utils-deep-get)/[deepset](https://github.com/kgryte/utils-deep-set) key path separator. Default: `'.'`.
A [Poisson](https://en.wikipedia.org/wiki/Poisson_distribution) distribution is a function of one parameter: `lambda`(mean parameter). By default, `lambda` is equal to `1`. To adjust it, set the corresponding option.
``` javascript
var x = [ -1, 0, 1, 2, 3 ];
var out = cdf( x, {
'lambda': 6
});
// returns [ 0, ~0.00248, ~0.0174, ~0.062, ~0.151 ]
```
For non-numeric `arrays`, provide an accessor `function` for accessing `array` values.
``` javascript
var data = [
[0,-1],
[1,0],
[2,1],
[3,2],
[4,3],
];
function getValue( d, i ) {
return d[ 1 ];
}
var out = cdf( data, {
'accessor': getValue
});
// returns [ 0, ~0.368, ~0.736, ~0.92, ~0.981 ]
```
To [deepset](https://github.com/kgryte/utils-deep-set) an object `array`, provide a key path and, optionally, a key path separator.
``` javascript
var data = [
{'x':[0,-1]},
{'x':[1,0]},
{'x':[2,1]},
{'x':[3,2]},
{'x':[4,3]},
];
var out = cdf( data, {
'path': 'x/1',
'sep': '/'
});
/*
[
{'x':[0,0]},
{'x':[1,~0.368]},
{'x':[2,~0.736]},
{'x':[3,~0.92]},
{'x':[4,~0.981]},
]
*/
var bool = ( data === out );
// returns true
```
By default, when provided a [`typed array`](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Typed_arrays) or [`matrix`](https://github.com/dstructs/matrix), the output data structure is `float64` in order to preserve precision. To specify a different data type, set the `dtype` option (see [`matrix`](https://github.com/dstructs/matrix) for a list of acceptable data types).
``` javascript
var x, out;
x = new Float64Array( [-1,0,1,2,3] );
out = cdf( x, {
'dtype': 'float32'
});
// returns Float32Array( [0,~0.368,~0.736,~0.92,~0.981] )
// Works for plain arrays, as well...
out = cdf( [-1,0,1,2,3], {
'dtype': 'float32'
});
// returns Float32Array( [0,~0.368,~0.736,~0.92,~0.981] )
```
By default, the function returns a new data structure. To mutate the input data structure (e.g., when input values can be discarded or when optimizing memory usage), set the `copy` option to `false`.
``` javascript
var bool,
mat,
out,
x,
i;
x = [ -1, 0, 1, 2, 3 ];
out = cdf( x, {
'copy': false
});
// returns [ 0, ~0.368, ~0.736, ~0.92, ~0.981 ]
bool = ( x === out );
// returns true
x = new Float32Array( 6 );
for ( i = 0; i < 6; i++ ) {
x[ i ] = i;
}
mat = matrix( x, [3,2], 'float32' );
/*
[ 0 1
2 3
4 5 ]
*/
out = cdf( mat, {
'copy': false
});
/*
[ ~0.368 ~0.736
~0.92 ~0.981
~0.996 ~0.999 ]
*/
bool = ( mat === out );
// returns true
```
## Notes
* If an element is __not__ a numeric value, the evaluated [cumulative distribution function](https://en.wikipedia.org/wiki/Cumulative_distribution_function) is `NaN`.
``` javascript
var data, out;
out = cdf( null );
// returns NaN
out = cdf( true );
// returns NaN
out = cdf( {'a':'b'} );
// returns NaN
out = cdf( [ true, null, [] ] );
// returns [ NaN, NaN, NaN ]
function getValue( d, i ) {
return d.x;
}
data = [
{'x':true},
{'x':[]},
{'x':{}},
{'x':null}
];
out = cdf( data, {
'accessor': getValue
});
// returns [ NaN, NaN, NaN, NaN ]
out = cdf( data, {
'path': 'x'
});
/*
[
{'x':NaN},
{'x':NaN},
{'x':NaN,
{'x':NaN}
]
*/
```
## Examples
``` javascript
var cdf = require( 'distributions-poisson-cdf' ),
matrix = require( 'dstructs-matrix' );
var data,
mat,
out,
tmp,
i;
// Plain arrays...
data = new Array( 10 );
for ( i = 0; i < data.length; i++ ) {
data[ i ] = i;
}
out = cdf( data );
// Object arrays (accessors)...
function getValue( d ) {
return d.x;
}
for ( i = 0; i < data.length; i++ ) {
data[ i ] = {
'x': data[ i ]
};
}
out = cdf( data, {
'accessor': getValue
});
// Deep set arrays...
for ( i = 0; i < data.length; i++ ) {
data[ i ] = {
'x': [ i, data[ i ].x ]
};
}
out = cdf( data, {
'path': 'x/1',
'sep': '/'
});
// Typed arrays...
data = new Float32Array( 10 );
for ( i = 0; i < data.length; i++ ) {
data[ i ] = i;
}
out = cdf( data );
// Matrices...
mat = matrix( data, [5,2], 'float32' );
out = cdf( mat );
// Matrices (custom output data type)...
out = cdf( mat, {
'dtype': 'uint8'
});
```
To run the example code from the top-level application directory,
``` bash
$ node ./examples/index.js
```
## Tests
### Unit
Unit tests use the [Mocha](http://mochajs.org/) test framework with [Chai](http://chaijs.com) assertions. To run the tests, execute the following command in the top-level application directory:
``` bash
$ make test
```
All new feature development should have corresponding unit tests to validate correct functionality.
### Test Coverage
This repository uses [Istanbul](https://github.com/gotwarlost/istanbul) as its code coverage tool. To generate a test coverage report, execute the following command in the top-level application directory:
``` bash
$ make test-cov
```
Istanbul creates a `./reports/coverage` directory. To access an HTML version of the report,
``` bash
$ make view-cov
```
---
## License
[MIT license](http://opensource.org/licenses/MIT).
## Copyright
Copyright © 2015. The [Compute.io](https://github.com/compute-io) Authors.
[npm-image]: http://img.shields.io/npm/v/distributions-poisson-cdf.svg
[npm-url]: https://npmjs.org/package/distributions-poisson-cdf
[travis-image]: http://img.shields.io/travis/distributions-io/poisson-cdf/master.svg
[travis-url]: https://travis-ci.org/distributions-io/poisson-cdf
[codecov-image]: https://img.shields.io/codecov/c/github/distributions-io/poisson-cdf/master.svg
[codecov-url]: https://codecov.io/github/distributions-io/poisson-cdf?branch=master
[dependencies-image]: http://img.shields.io/david/distributions-io/poisson-cdf.svg
[dependencies-url]: https://david-dm.org/distributions-io/poisson-cdf
[dev-dependencies-image]: http://img.shields.io/david/dev/distributions-io/poisson-cdf.svg
[dev-dependencies-url]: https://david-dm.org/dev/distributions-io/poisson-cdf
[github-issues-image]: http://img.shields.io/github/issues/distributions-io/poisson-cdf.svg
[github-issues-url]: https://github.com/distributions-io/poisson-cdf/issues