distfitjs

This is a JavaScript library that fits theoretical distributions to data. It can be used in node.js or the browser (via distfit.min.js). Fitting is done using both parametric and non-parametric methods. Distfitjs is lightweight and has no dependencies.

Examples

See the examples/ directory.

Given some data:

Compute a (Gaussian) kernel density estimate:

Installation

npm install distfitjs

Basic Usage

Distfit provides several distribution classes. They provide basic statistical functionality like PDFs/PMFs/CDFs.

Parametric Distribution Fitting

var df = require("distfitjs");

var data = [1, 2, 1, 2, 3, 1, 2, 2, 1, 0, 1, 2, 2, 3];

// Fit a Poisson distribution to some arrivals data
var poisson = new df.Poisson();
poisson.fitData(data);

poisson.lambda
> 1.6428571428571428

poisson.cdf(3);
> 0.9151695953933902

poisson.pmf(0)
> 0.19342660460039254

Non-Parametric Distribution Fitting

var df = require("distfitjs");

var data = [
107.850594727032,
...,
62.6904107858255
];

var KDE = df.KDE;

var kdfit = new KDE.KDEDist(KDE.Kernel.Gaussian, data);

kdfit.pdf(0);
> 0.012170816031657258

Documentation

Grunt is used as a task runner for distfit. There are two available grunt tasks:

Generating documentation from the source: grunt jsdoc
Running tests: grunt mochaTest

See Gruntfile.js for details.

For web applications, distfit.min.js can be generated by running npm run build-browser. This uses Browserify to concatenate the source and expose require.

License

The MIT License

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

Contributing

Development is done on Github. Issues and pull requests are the simplest way to contribute :)

kencoken/distfitjs