Probability Distributions implementations in Javascript.
The following distributions are implemented:
- Uniform
- Discrete Uniform
- Bernoulli
- Binomial
- Negative Binomial
- Geometric
- Gaussian
- Cauchy
- Categorical
- Poisson
- Exponential
- Chi-squared
- Beta
- Pareto
- Gamma
- Rayleigh
- Student's T
- Snedecor's F
Example of usage:
var distributions = require('probdist');
var X = distributions.gaussian(0, 1);
X.sample(10);
// [ 0.5658508553376578,
// 0.028141615149934296,
// 0.35359657318758764,
// -0.5021456049431663,
// 0.7315022110154814,
// 0.12995158841761167,
// 0.6366737204564288,
// -0.7940757196582808,
// 0.8273505445946512,
// -2.352834867962656 ]