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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

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