time-to-botec/squiggle/node_modules/@stdlib/stats/base/dists/gamma/README.md

Gamma

Gamma distribution.

Usage

var gamma = require( '@stdlib/stats/base/dists/gamma' );

gamma

Gamma distribution.

var dist = gamma;
// returns {...}

The namespace contains the following distribution functions:

• cdf( x, alpha, beta ): gamma distribution cumulative distribution function.
• logcdf( x, alpha, beta ): gamma distribution logarithm of cumulative distribution function (CDF).
• logpdf( x, alpha, beta ): gamma distribution logarithm of probability density function (PDF).
• mgf( t, alpha, beta ): gamma distribution moment-generating function (MGF).
• pdf( x, alpha, beta ): gamma distribution probability density function (PDF).
• quantile( p, alpha, beta ): gamma distribution quantile function.

The namespace contains the following functions for calculating distribution properties:

• entropy( alpha, beta ): gamma distribution differential entropy.
• kurtosis( alpha, beta ): gamma distribution excess kurtosis.
• mean( alpha, beta ): gamma distribution expected value.
• mode( alpha, beta ): gamma distribution mode.
• skewness( alpha, beta ): gamma distribution skewness.
• stdev( alpha, beta ): gamma distribution standard deviation.
• variance( alpha, beta ): gamma distribution variance.

The namespace contains a constructor function for creating a gamma distribution object.

• Gamma( [alpha, beta] ): gamma distribution constructor.

var Gamma = require( '@stdlib/stats/base/dists/gamma' ).Gamma;

var dist = new Gamma( 2.0, 4.0 );

var y = dist.cdf( 0.5 );
// returns ~0.594

Examples

var objectKeys = require( '@stdlib/utils/keys' );
var gamma = require( '@stdlib/stats/base/dists/gamma' );

console.log( objectKeys( gamma ) );