README.md (5708B)
1 <!-- 2 3 @license Apache-2.0 4 5 Copyright (c) 2018 The Stdlib Authors. 6 7 Licensed under the Apache License, Version 2.0 (the "License"); 8 you may not use this file except in compliance with the License. 9 You may obtain a copy of the License at 10 11 http://www.apache.org/licenses/LICENSE-2.0 12 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 17 limitations under the License. 18 19 --> 20 21 # Student's T 22 23 > Student's t 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 T = require( '@stdlib/stats/base/dists/t/ctor' ); 41 ``` 42 43 #### T( \[v] ) 44 45 Returns a [Student's t][t-distribution] distribution object. 46 47 ```javascript 48 var t = new T(); 49 50 var mu = t.mean; 51 // returns NaN 52 ``` 53 54 By default, `v = 1.0`. To create a distribution having a different degrees of freedom `v`, provide a parameter value. 55 56 ```javascript 57 var t = new T( 4.0 ); 58 59 var mu = t.mean; 60 // returns 0.0 61 ``` 62 63 * * * 64 65 ## t 66 67 A [Student's t][t-distribution] distribution object has the following properties and methods... 68 69 ### Writable Properties 70 71 #### t.v 72 73 Degrees of freedom of the distribution. `v` **must** be a positive number. 74 75 ```javascript 76 var t = new T( 2.0 ); 77 78 var v = t.v; 79 // returns 2.0 80 81 t.v = 3.0; 82 83 v = t.v; 84 // returns 3.0 85 ``` 86 87 * * * 88 89 ### Computed Properties 90 91 #### T.prototype.entropy 92 93 Returns the [differential entropy][entropy]. 94 95 ```javascript 96 var t = new T( 4.0 ); 97 98 var entropy = t.entropy; 99 // returns ~1.682 100 ``` 101 102 #### T.prototype.kurtosis 103 104 Returns the [excess kurtosis][kurtosis]. 105 106 ```javascript 107 var t = new T( 4.0 ); 108 109 var kurtosis = t.kurtosis; 110 // returns Infinity 111 ``` 112 113 #### T.prototype.mean 114 115 Returns the [expected value][expected-value]. 116 117 ```javascript 118 var t = new T( 4.0 ); 119 120 var mu = t.mean; 121 // returns 0.0 122 ``` 123 124 #### T.prototype.median 125 126 Returns the [median][median]. 127 128 ```javascript 129 var t = new T( 4.0 ); 130 131 var median = t.median; 132 // returns 0.0 133 ``` 134 135 #### T.prototype.mode 136 137 Returns the [mode][mode]. 138 139 ```javascript 140 var t = new T( 4.0 ); 141 142 var mode = t.mode; 143 // returns 0.0 144 ``` 145 146 #### T.prototype.skewness 147 148 Returns the [skewness][skewness]. 149 150 ```javascript 151 var t = new T( 4.0 ); 152 153 var skewness = t.skewness; 154 // returns 0.0 155 ``` 156 157 #### T.prototype.stdev 158 159 Returns the [standard deviation][standard-deviation]. 160 161 ```javascript 162 var t = new T( 4.0 ); 163 164 var s = t.stdev; 165 // returns ~1.414 166 ``` 167 168 #### T.prototype.variance 169 170 Returns the [variance][variance]. 171 172 ```javascript 173 var t = new T( 4.0 ); 174 175 var s2 = t.variance; 176 // returns 2.0 177 ``` 178 179 * * * 180 181 ### Methods 182 183 #### T.prototype.cdf( x ) 184 185 Evaluates the [cumulative distribution function][cdf] (CDF). 186 187 ```javascript 188 var t = new T( 2.0 ); 189 190 var y = t.cdf( 0.5 ); 191 // returns ~0.667 192 ``` 193 194 #### T.prototype.logcdf( x ) 195 196 Evaluates the natural logarithm of the [cumulative distribution function][cdf] (CDF). 197 198 ```javascript 199 var t = new T( 2.0 ); 200 201 var y = t.logcdf( 0.5 ); 202 // returns ~-0.405 203 ``` 204 205 #### T.prototype.logpdf( x ) 206 207 Evaluates the natural logarithm of the [probability density function][pdf] (PDF). 208 209 ```javascript 210 var t = new T( 2.0 ); 211 212 var y = t.logpdf( 0.8 ); 213 // returns ~-1.456 214 ``` 215 216 #### T.prototype.pdf( x ) 217 218 Evaluates the [probability density function][pdf] (PDF). 219 220 ```javascript 221 var t = new T( 2.0 ); 222 223 var y = t.pdf( 0.8 ); 224 // returns ~0.233 225 ``` 226 227 #### T.prototype.quantile( p ) 228 229 Evaluates the [quantile function][quantile-function] at probability `p`. 230 231 ```javascript 232 var t = new T( 2.0 ); 233 234 var y = t.quantile( 0.5 ); 235 // returns 0.0 236 237 y = t.quantile( 1.9 ); 238 // returns NaN 239 ``` 240 241 </section> 242 243 <!-- /.usage --> 244 245 <!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> 246 247 <section class="notes"> 248 249 </section> 250 251 <!-- /.notes --> 252 253 <!-- Package usage examples. --> 254 255 * * * 256 257 <section class="examples"> 258 259 ## Examples 260 261 <!-- eslint no-undef: "error" --> 262 263 ```javascript 264 var T = require( '@stdlib/stats/base/dists/t/ctor' ); 265 266 var t = new T( 2.0 ); 267 268 var mu = t.mean; 269 // returns 0.0 270 271 var mode = t.mode; 272 // returns 0.0 273 274 var s2 = t.variance; 275 // returns Infinity 276 277 var y = t.cdf( 0.8 ); 278 // returns ~0.746 279 ``` 280 281 </section> 282 283 <!-- /.examples --> 284 285 <!-- 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. --> 286 287 <section class="references"> 288 289 </section> 290 291 <!-- /.references --> 292 293 <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> 294 295 <section class="links"> 296 297 [t-distribution]: https://en.wikipedia.org/wiki/Student%27s_t-distribution 298 299 [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function 300 301 [pdf]: https://en.wikipedia.org/wiki/Probability_density_function 302 303 [quantile-function]: https://en.wikipedia.org/wiki/Quantile_function 304 305 [entropy]: https://en.wikipedia.org/wiki/Entropy_%28information_theory%29 306 307 [expected-value]: https://en.wikipedia.org/wiki/Expected_value 308 309 [kurtosis]: https://en.wikipedia.org/wiki/Kurtosis 310 311 [median]: https://en.wikipedia.org/wiki/Median 312 313 [mode]: https://en.wikipedia.org/wiki/Mode_%28statistics%29 314 315 [skewness]: https://en.wikipedia.org/wiki/Skewness 316 317 [standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation 318 319 [variance]: https://en.wikipedia.org/wiki/Variance 320 321 </section> 322 323 <!-- /.links -->