gaussian-ts

A Typescript model of the Normal (or Gaussian) distribution.

API

Creating a Distribution

import { Gaussian } from "@searchlight.ai/gaussian-typescript";
const distribution = new Gaussian(mean, variance);
const cdf = distribution.cdf(25);

cdf.add(new Gaussian(1,2))

Properties

• mean: the mean (μ) of the distribution
• variance: the variance (σ^2) of the distribution
• standardDeviation: the standard deviation (σ) of the distribution

Probability Functions

• pdf(x): the probability density function, which describes the probability of a random variable taking on the value x
• cdf(x): the cumulative distribution function, which describes the probability of a random variable falling in the interval (−∞, x]
• ppf(x): the percent point function, the inverse of cdf

Combination Functions

• mul(d): updates the product distribution of this and the given distribution;
• div(d): updates the quotient distribution of this and the given distribution;
• mul_constant(d): updates scale(d); equivalent to calling mul(d: number)
• div_constant(d): updates scale(1/d); equivalent to calling div(d: number)
• add(d): updates the result of adding this and the given distribution's means and variances
• sub(d): updates the result of subtracting this and the given distribution's means and variances
• scale(c): updates the result of scaling this distribution by the given constant

Differences with the original gaussian package

The original package while great creates a new Gaussian object on every combination function. One slight optimization in this library is that rather than creating a new Gaussian object on every call, we will update our Gaussian's objects instance variables.

Forked From

Source: https://github.com/errcw/gaussian