Probability Distributions Library for JavaScript

Functions for sampling random variables from probability distributions. Uses the same function names as R.

Installation

npm install --save probability-distributions

var PD = require("probability-distributions");

Documentation and examples

See http://statisticsblog.com/probability-distributions/

Currently supported

• Binomial distribution

• Beta distribution

• Cauchy distribution

• Chi-Squared distribution

• Exponential distribution

• F distribution

• Gamma distribution

• Laplace distribution

• Log Normal distribution

• Negative Binomial distribution

• Normal (Gaussian) distribution

• Poisson distribution (not recommended for lambda > 100)

• Sample (shuffle an array, or select items using optional array of weights)

• Uniform distribution (with entropy option for standard uniform)

• Uniform limited to whole numbers

• Words (generate random words from a library of characters)

• Visualization (show the values of a random variable in an animated loop)

Warning

This package contains additional distributions marked as "experimental". Use these with extreme caution.

License

MIT