[Pkg-javascript-commits] [science.js] 37/87: Add science.stats.distribution!
bhuvan krishna
bhuvan-guest at moszumanska.debian.org
Thu Dec 8 06:11:56 UTC 2016
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bhuvan-guest pushed a commit to branch master
in repository science.js.
commit 84b39aa13a663a552f3fa3bb6dab46ad838e1461
Author: Jason Davies <jason at jasondavies.com>
Date: Sat Aug 27 23:01:08 2011 +0100
Add science.stats.distribution!
---
Makefile | 2 ++
science.stats.js | 53 ++++++++++++++++++++++++++++++++
science.stats.min.js | 2 +-
src/stats/distribution.js | 2 ++
src/stats/distribution/gaussian.js | 51 ++++++++++++++++++++++++++++++
test/stats/distribution/gaussian-test.js | 17 ++++++++++
6 files changed, 126 insertions(+), 1 deletion(-)
diff --git a/Makefile b/Makefile
index 7678670..5670ecf 100644
--- a/Makefile
+++ b/Makefile
@@ -59,6 +59,8 @@ science.stats.js: \
src/stats/mode.js \
src/stats/quantiles.js \
src/stats/variance.js \
+ src/stats/distribution.js \
+ src/stats/distribution/gaussian.js \
src/end.js
test: all
diff --git a/science.stats.js b/science.stats.js
index efc66af..e0f3c35 100644
--- a/science.stats.js
+++ b/science.stats.js
@@ -702,4 +702,57 @@ science.stats.variance = function(x) {
}
return s / (n - 1);
};
+science.stats.distribution = {
+};
+// From http://www.colingodsey.com/javascript-gaussian-random-number-generator/
+// Uses the Box-Muller Transform.
+science.stats.distribution.gaussian = function() {
+ var random = Math.random,
+ mean = 0,
+ sigma = 1;
+
+ function gaussian() {
+ var x1, x2, rad, y1;
+
+ do {
+ x1 = 2 * random() - 1;
+ x2 = 2 * random() - 1;
+ rad = x1 * x1 + x2 * x2;
+ } while (rad >= 1 || rad === 0);
+
+ return x1 * Math.sqrt(-2 * Math.log(rad) / rad);
+ }
+
+ gaussian.pdf = function(x) {
+ x = (x - mu) / sigma;
+ return science_stats_distribution_gaussianConstant * Math.exp(-.5 * x * x) / sigma;
+ };
+
+ gaussian.cdf = function(x) {
+ x = (x - mu) / sigma;
+ return .5 * (1 + science.stats.erf(x / Math.SQRT2));
+ };
+
+ gaussian.mean = function(x) {
+ if (!arguments.length) return mean;
+ mean = +x;
+ return gaussian;
+ };
+
+ gaussian.sigma = function(x) {
+ if (!arguments.length) return sigma;
+ sigma = +x;
+ return gaussian;
+ };
+
+ gaussian.random = function(x) {
+ if (!arguments.length) return random;
+ random = x;
+ return gaussian;
+ };
+
+ return gaussian;
+};
+
+science_stats_distribution_gaussianConstant = 1 / Math.sqrt(2 * Math.PI);
})()
\ No newline at end of file
diff --git a/science.stats.min.js b/science.stats.min.js
index 0412d8c..8b5434e 100644
--- a/science.stats.min.js
+++ b/science.stats.min.js
@@ -1 +1 @@
-(function(){function h(a,b){var c=b+1;while(c<a.length&&a[c]===0)c++;return c}function g(a,b,c,d){var e=d[0],f=d[1],g=h(b,f);if(g<a.length&&a[g]-a[c]<a[c]-a[e]){var i=h(b,e);d[0]=i,d[1]=g}}function f(a){return(a=1-a*a*a)*a*a}function e(a){var b=a.length,c=0;while(++c<b)if(a[c-1]>=a[c])return!1;return!0}function d(a){var b=a.length,c=-1;while(++c<b)if(!isFinite(a[c]))return!1;return!0}function c(a,b,c,d){var e=[],f=a+c,g=b.length,h=-1;while(++h<g)e[h]=(a*b[h]+c*d[h])/f;return e}function b [...]
\ No newline at end of file
+(function(){function h(a,b){var c=b+1;while(c<a.length&&a[c]===0)c++;return c}function g(a,b,c,d){var e=d[0],f=d[1],g=h(b,f);if(g<a.length&&a[g]-a[c]<a[c]-a[e]){var i=h(b,e);d[0]=i,d[1]=g}}function f(a){return(a=1-a*a*a)*a*a}function e(a){var b=a.length,c=0;while(++c<b)if(a[c-1]>=a[c])return!1;return!0}function d(a){var b=a.length,c=-1;while(++c<b)if(!isFinite(a[c]))return!1;return!0}function c(a,b,c,d){var e=[],f=a+c,g=b.length,h=-1;while(++h<g)e[h]=(a*b[h]+c*d[h])/f;return e}function b [...]
\ No newline at end of file
diff --git a/src/stats/distribution.js b/src/stats/distribution.js
new file mode 100644
index 0000000..5afc424
--- /dev/null
+++ b/src/stats/distribution.js
@@ -0,0 +1,2 @@
+science.stats.distribution = {
+};
diff --git a/src/stats/distribution/gaussian.js b/src/stats/distribution/gaussian.js
new file mode 100644
index 0000000..2059025
--- /dev/null
+++ b/src/stats/distribution/gaussian.js
@@ -0,0 +1,51 @@
+// From http://www.colingodsey.com/javascript-gaussian-random-number-generator/
+// Uses the Box-Muller Transform.
+science.stats.distribution.gaussian = function() {
+ var random = Math.random,
+ mean = 0,
+ sigma = 1;
+
+ function gaussian() {
+ var x1, x2, rad, y1;
+
+ do {
+ x1 = 2 * random() - 1;
+ x2 = 2 * random() - 1;
+ rad = x1 * x1 + x2 * x2;
+ } while (rad >= 1 || rad === 0);
+
+ return x1 * Math.sqrt(-2 * Math.log(rad) / rad);
+ }
+
+ gaussian.pdf = function(x) {
+ x = (x - mu) / sigma;
+ return science_stats_distribution_gaussianConstant * Math.exp(-.5 * x * x) / sigma;
+ };
+
+ gaussian.cdf = function(x) {
+ x = (x - mu) / sigma;
+ return .5 * (1 + science.stats.erf(x / Math.SQRT2));
+ };
+
+ gaussian.mean = function(x) {
+ if (!arguments.length) return mean;
+ mean = +x;
+ return gaussian;
+ };
+
+ gaussian.sigma = function(x) {
+ if (!arguments.length) return sigma;
+ sigma = +x;
+ return gaussian;
+ };
+
+ gaussian.random = function(x) {
+ if (!arguments.length) return random;
+ random = x;
+ return gaussian;
+ };
+
+ return gaussian;
+};
+
+science_stats_distribution_gaussianConstant = 1 / Math.sqrt(2 * Math.PI);
diff --git a/test/stats/distribution/gaussian-test.js b/test/stats/distribution/gaussian-test.js
new file mode 100644
index 0000000..96ef965
--- /dev/null
+++ b/test/stats/distribution/gaussian-test.js
@@ -0,0 +1,17 @@
+require("../../../science");
+require("../../../science.stats");
+
+var vows = require("vows"),
+ assert = require("assert");
+
+var suite = vows.describe("science.stats.distribution.gaussian");
+
+suite.addBatch({
+ "gaussian": {
+ "simple": function() {
+ var gaussian = science.stats.distribution.gaussian;
+ }
+ }
+});
+
+suite.export(module);
--
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