time-to-botec

Benchmark sampling in different programming languages
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README.md (5983B)


      1 <!--
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      3 @license Apache-2.0
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      5 Copyright (c) 2018 The Stdlib Authors.
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      7 Licensed under the Apache License, Version 2.0 (the "License");
      8 you may not use this file except in compliance with the License.
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     11    http://www.apache.org/licenses/LICENSE-2.0
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     13 Unless required by applicable law or agreed to in writing, software
     14 distributed under the License is distributed on an "AS IS" BASIS,
     15 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
     16 See the License for the specific language governing permissions and
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     19 -->
     20 
     21 # Inverse Gamma
     22 
     23 > Inverse gamma distribution constructor.
     24 
     25 <!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->
     26 
     27 <section class="intro">
     28 
     29 </section>
     30 
     31 <!-- /.intro -->
     32 
     33 <!-- Package usage documentation. -->
     34 
     35 <section class="usage">
     36 
     37 ## Usage
     38 
     39 ```javascript
     40 var InvGamma = require( '@stdlib/stats/base/dists/invgamma/ctor' );
     41 ```
     42 
     43 #### InvGamma( \[alpha, beta] )
     44 
     45 Returns an [inverse gamma][invgamma-distribution] distribution object.
     46 
     47 ```javascript
     48 var invgamma = new InvGamma();
     49 
     50 var mode = invgamma.mode;
     51 // returns 0.5
     52 ```
     53 
     54 By default, `alpha = 1.0` and `beta = 1.0`. To create a distribution having a different `alpha` (shape parameter) and `beta` (rate parameter), provide the corresponding arguments.
     55 
     56 ```javascript
     57 var invgamma = new InvGamma( 2.0, 4.0 );
     58 
     59 var mu = invgamma.mean;
     60 // returns 4.0
     61 ```
     62 
     63 * * *
     64 
     65 ## invgamma
     66 
     67 An [inverse gamma][invgamma-distribution] distribution object has the following properties and methods...
     68 
     69 ### Writable Properties
     70 
     71 #### invgamma.alpha
     72 
     73 Shape parameter of the distribution. `alpha` **must** be a positive number.
     74 
     75 ```javascript
     76 var invgamma = new InvGamma();
     77 
     78 var alpha = invgamma.alpha;
     79 // returns 1.0
     80 
     81 invgamma.alpha = 3.0;
     82 
     83 alpha = invgamma.alpha;
     84 // returns 3.0
     85 ```
     86 
     87 #### invgamma.beta
     88 
     89 Rate parameter of the distribution. `beta` **must** be a positive number.
     90 
     91 ```javascript
     92 var invgamma = new InvGamma( 2.0, 4.0 );
     93 
     94 var b = invgamma.beta;
     95 // returns 4.0
     96 
     97 invgamma.beta = 3.0;
     98 
     99 b = invgamma.beta;
    100 // returns 3.0
    101 ```
    102 
    103 * * *
    104 
    105 ### Computed Properties
    106 
    107 #### InvGamma.prototype.kurtosis
    108 
    109 Returns the [excess kurtosis][kurtosis].
    110 
    111 ```javascript
    112 var invgamma = new InvGamma( 6.0, 12.0 );
    113 
    114 var kurtosis = invgamma.kurtosis;
    115 // returns 19.0
    116 ```
    117 
    118 #### InvGamma.prototype.mean
    119 
    120 Returns the [expected value][expected-value].
    121 
    122 ```javascript
    123 var invgamma = new InvGamma( 4.0, 12.0 );
    124 
    125 var mu = invgamma.mean;
    126 // returns 4.0
    127 ```
    128 
    129 #### InvGamma.prototype.mode
    130 
    131 Returns the [mode][mode].
    132 
    133 ```javascript
    134 var invgamma = new InvGamma( 4.0, 12.0 );
    135 
    136 var mode = invgamma.mode;
    137 // returns 2.4
    138 ```
    139 
    140 #### InvGamma.prototype.skewness
    141 
    142 Returns the [skewness][skewness].
    143 
    144 ```javascript
    145 var invgamma = new InvGamma( 4.0, 12.0 );
    146 
    147 var skewness = invgamma.skewness;
    148 // returns ~5.657
    149 ```
    150 
    151 #### InvGamma.prototype.stdev
    152 
    153 Returns the [standard deviation][standard-deviation].
    154 
    155 ```javascript
    156 var invgamma = new InvGamma( 4.0, 12.0 );
    157 
    158 var s = invgamma.stdev;
    159 // returns ~2.828
    160 ```
    161 
    162 #### InvGamma.prototype.variance
    163 
    164 Returns the [variance][variance].
    165 
    166 ```javascript
    167 var invgamma = new InvGamma( 4.0, 12.0 );
    168 
    169 var s2 = invgamma.variance;
    170 // returns 8.0
    171 ```
    172 
    173 * * *
    174 
    175 ### Methods
    176 
    177 #### InvGamma.prototype.cdf( x )
    178 
    179 Evaluates the [cumulative distribution function][cdf] (CDF).
    180 
    181 ```javascript
    182 var invgamma = new InvGamma( 2.0, 4.0 );
    183 
    184 var y = invgamma.cdf( 0.5 );
    185 // returns ~0.003
    186 ```
    187 
    188 #### InvGamma.prototype.logpdf( x )
    189 
    190 Evaluates the natural logarithm of the [probability density function][pdf] (PDF).
    191 
    192 ```javascript
    193 var invgamma = new InvGamma( 2.0, 4.0 );
    194 
    195 var y = invgamma.logpdf( 0.8 );
    196 // returns ~-1.558
    197 ```
    198 
    199 #### InvGamma.prototype.pdf( x )
    200 
    201 Evaluates the [probability density function][pdf] (PDF).
    202 
    203 ```javascript
    204 var invgamma = new InvGamma( 2.0, 4.0 );
    205 
    206 var y = invgamma.pdf( 0.8 );
    207 // returns ~0.211
    208 ```
    209 
    210 #### InvGamma.prototype.quantile( p )
    211 
    212 Evaluates the [quantile function][quantile-function] at probability `p`.
    213 
    214 ```javascript
    215 var invgamma = new InvGamma( 2.0, 4.0 );
    216 
    217 var y = invgamma.quantile( 0.5 );
    218 // returns ~2.383
    219 
    220 y = invgamma.quantile( 1.9 );
    221 // returns NaN
    222 ```
    223 
    224 </section>
    225 
    226 <!-- /.usage -->
    227 
    228 <!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
    229 
    230 <section class="notes">
    231 
    232 </section>
    233 
    234 <!-- /.notes -->
    235 
    236 <!-- Package usage examples. -->
    237 
    238 * * *
    239 
    240 <section class="examples">
    241 
    242 ## Examples
    243 
    244 <!-- eslint no-undef: "error" -->
    245 
    246 ```javascript
    247 var InvGamma = require( '@stdlib/stats/base/dists/invgamma/ctor' );
    248 
    249 var invgamma = new InvGamma( 3.0, 4.0 );
    250 
    251 var mu = invgamma.mean;
    252 // returns 2.0
    253 
    254 var mode = invgamma.mode;
    255 // returns 1.0
    256 
    257 var s2 = invgamma.variance;
    258 // returns 4.0
    259 
    260 var y = invgamma.cdf( 0.8 );
    261 // returns ~0.125
    262 ```
    263 
    264 </section>
    265 
    266 <!-- /.examples -->
    267 
    268 <!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
    269 
    270 <section class="references">
    271 
    272 </section>
    273 
    274 <!-- /.references -->
    275 
    276 <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
    277 
    278 <section class="links">
    279 
    280 [invgamma-distribution]: https://en.wikipedia.org/wiki/Inverse-gamma_distribution
    281 
    282 [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function
    283 
    284 [pdf]: https://en.wikipedia.org/wiki/Probability_density_function
    285 
    286 [quantile-function]: https://en.wikipedia.org/wiki/Quantile_function
    287 
    288 [expected-value]: https://en.wikipedia.org/wiki/Expected_value
    289 
    290 [kurtosis]: https://en.wikipedia.org/wiki/Kurtosis
    291 
    292 [mode]: https://en.wikipedia.org/wiki/Mode_%28statistics%29
    293 
    294 [skewness]: https://en.wikipedia.org/wiki/Skewness
    295 
    296 [standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation
    297 
    298 [variance]: https://en.wikipedia.org/wiki/Variance
    299 
    300 </section>
    301 
    302 <!-- /.links -->