Statlib

Installation

npm install statlib

Description

Lightweight, zero dependency package aimed to handle statistics found at a college introductory level. It can compute the following

Descriptive statistics

• min
• max
• range
• quartile
• median
• mode
• Q1
• Q3
• IQR
• outliers
• sum
• mean
• variance (sample and population)
• standard deviation (sample and population)
• coefficient of variation
• skewness

Probability Distributions

• Uniform: pdf, cdf, inverse/quantile
• Normal: pdf, cdf, inverse/quantile
• Binomial: pdf, cdf, inverse/quantile
• T: pdf, cdf, inverse/quantile
• Chi-squared: pdf, cdf
• F: pdf, cdf
• Poisson: pdf, cdf
• Geometric: pdf, cdf

Correlation and Regression

• Pearson correlation
• Linear regression

Hypothesis Testing

• Z test
• 2 sample z test
• 1 proportion z test
• 2 proportion z test
• T test
• 2 sample t test
• χ2 test
• χ2 goodness of fit
• Linear regression t test
• 2 sample f test
• ANOVA

Confidence Intervals

• Z interval
• T interval
• 2 sample z interval
• 2 sample t interval
• One proportion z interval
• Two proportion z interval

RNG

• Random uniform
• Random normal
• Random binomial
• Random poisson

Basic Matrix Operation

• Matrix multiplication
• Transpose
• Inverse

Miscellaneous Helpers

• Factorial
• Choose
• Gamma function
• Gammaln function
• Regularized gamma function
• Lower incomplete gamma function
• Upper incomplete gamma function
• Error function
• Inverse error function
• Beta function
• Incomplete beta function
• Incomplete beta inverse function
• Regularized incomplete beta function
• Regularized incomplete beta inverse function
• Pochhammer

License

See LICENSE.