ranjs

Statistical library for generating various seeded random variates, calculating likelihood functions and testing hypotheses (and much more).

The library includes:

1. Statistical metrics and tests: a variety of central tendency, dispersion and shape statistics as well as statistical tests.

2. Probability distributions: more than 130 continuous and discrete distributions (and counting), each tested rigorously for statistical correctness over a variety of parameters. Every distribution comes with the following methods:

   2.1 fast and robust sampler.
   2.2 probability density/mass function.
   2.3 cumulative distribution function.
   2.4 quantile function.
   2.5 survival, hazard and cumulative hazard functions.
   2.6 likelihood and AIC/BIC methods.
   2.7 test method that uses Kolmogorov-Smirnov test for continuous or chi2 tests for discrete distributions.

   Also, every distribution can be individually seeded.

install

browser

Just include the minified version and add

<script type="text/javascript" src="ran.min.js"></script>

The module will be exported under ranjs.

node

npm install ranjs

usage

distributions

const ran = require('ranjs')

// Create a new generator for Skellam distribution with mu1 = 1 and mu2 = 3
const skellam = new ran.dist.Skellam(1, 3)

// Generate 10K variates
let values = skellam.sample(1e4)

// Test if samples indeed follow the specified distribution
console.log(skellam.test(values))
// => { statistics: 14.025360669436635, passed: true }

// Evaluate PMF/CDF ...
for (let k = -10; k <= 10; k++) {
    console.log(k, skellam.pdf(k), skellam.cdf(k))
}
// => -4 0.10963424740027695 0.21542206959904264
//    -3 0.1662284357019246 0.38165050508716936
//    -2 0.20277318483535026 0.5844236896611729
//    ...

// ... or higher level statistical functions
for (let k = -4; k <= 4; k++) {
    console.log(k, skellam.hazard(k), skellam.cHazard(k))
}
// => -4 0.13973659359019766 0.24260937407418487
//    -3 0.26882602325948046 0.4807014556249526
//    -2 0.487932492278074 0.8780890224913454
//    ...


// Create another distribution and check their AIC
const skellam2 = new ran.dist.Skellam(1.2, 7.5)
console.log(`Skellam(1, 3):     ${skellam.aic(values)}`)
// => Skellam(1, 3):     41937.67252974663

console.log(`Skellam(1.2, 7.5): ${skellam2.aic(values)}`)
// => Skellam(1.2, 7.5): 66508.74299363888

demo

A demo observable notebook is available here to play around with the library.

API and documentation

For the full API and documentation, see: https://synesenom.github.io/ran/