Gamma

Gamma distribution.

Installation

npm install @stdlib/stats-base-dists-gamma

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 ) );

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.