A JavaScript model of the Normal
(or Gaussian) distribution. To install run npm install free-gaussian
var gaussian = require('free-gaussian');
var distribution = gaussian(mean, variance);mean: the mean (μ) of the distributionvariance: the variance (σ^2) of the distributionstandardDeviation: the standard deviation (σ) of the distribution
pdf(x): the probability density function, which describes the probability of a random variable taking on the value xcdf(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
mul(d): returns the product distribution of this and the given distribution. If a constant is passed in the distribution is scaled.div(d): returns the quotient distribution of this and the given distribution. If a constant is passed in the distribution is scaled by 1/d.add(d): returns the result of adding this and the given distributionsub(d): returns the result of subtracting this and the given distributionscale(c): returns the result of scaling this distribution by the given constant
This is a modified version of errcw's library with some additional features and a cleaned up code base.