import Probability from 'konpeito/src/math/core/tools/Probability.js'

public class | source

Probability

Collection for calculating probability using real numbers.

These methods can be used in the Matrix, Complex method chain.
This class cannot be called directly.

Static Method Summary

Static Public Methods
public static	beta(x: number, y: number): number Beta function.
public static	betacdf(x: number, a: number, b: number): number Cumulative distribution function (CDF) of beta distribution.
public static	betainc(x: number, a: number, b: number, tail: string): number Incomplete beta function.
public static	betainv(p: number, a: number, b: number): number Inverse function of cumulative distribution function (CDF) of beta distribution.
public static	betapdf(x: number, a: number, b: number): number Probability density function (PDF) of beta distribution.
public static	binocdf(x: number, n: number, p: number, tail: string): number Cumulative distribution function (CDF) of binomial distribution.
public static	binoinv(y: number, n: number, p: number): number Inverse function of cumulative distribution function (CDF) of binomial distribution.
public static	binopdf(x: number, n: number, p: number): number Probability density function (PDF) of binomial distribution.
public static	chi2cdf(x: number, k: number): number Cumulative distribution function (CDF) of chi-square distribution.
public static	chi2inv(p: number, k: number): number Inverse function of cumulative distribution function (CDF) of chi-square distribution.
public static	chi2pdf(x: number, k: number): number Probability density function (PDF) of chi-square distribution.
public static	erf(x: number): number Error function.
public static	erfc(x: number): number Complementary error function.
public static	erfcinv(p: number): number Inverse function of complementary error function.
public static	erfinv(p: number): number Inverse function of error function.
public static	factorial(n: number): number Factorial function, x!.
public static	fcdf(x: number, d1: number, d2: number): number Cumulative distribution function (CDF) of F-distribution.
public static	finv(p: number, d1: number, d2: number): number Inverse function of cumulative distribution function (CDF) of F-distribution.
public static	fpdf(x: number, d1: number, d2: number): number Probability density function (PDF) of F-distribution.
public static	gamcdf(x: number, k: number, s: number): number Cumulative distribution function (CDF) of gamma distribution.
public static	gaminv(p: number, k: number, s: number): number Inverse function of cumulative distribution function (CDF) of gamma distribution.
public static	gamma(z: number): number Gamma function.
public static	gammainc(x: number, a: number, tail: string): number Incomplete gamma function.
public static	gammaln(x: number): number Log-gamma function.
public static	gampdf(x: number, k: number, s: number): number Probability density function (PDF) of the gamma distribution.
public static	nchoosek(n: number, k: number): number Binomial coefficient, number of all combinations, nCk.
public static	normcdf(x: number, u: number, s: number): number Cumulative distribution function (CDF) of normal distribution.
public static	norminv(p: number, u: number, s: number): number Inverse function of cumulative distribution function (CDF) of normal distribution.
public static	normpdf(x: number, u: number, s: number): number Probability density function (PDF) of normal distribution.
public static	p_beta(x: number, a: number, b: number): number Incomplete beta function lower side.
public static	p_gamma(x: number, a: number, gammaln_a: number): number Incomplete gamma function lower side.
public static	poisscdf(k: number, lambda: number): number Cumulative distribution function (CDF) of Poisson distribution.
public static	poissinv(p: number, lambda: number): number Inverse function of cumulative distribution function (CDF) of Poisson distribution.
public static	poisspdf(k: number, lambda: number): number Probability density function (PDF) of Poisson distribution.
public static	q_beta(x: number, a: number, b: number): number Incomplete beta function upper side.
public static	q_gamma(x: number, a: number, gammaln_a: number): number Incomplete gamma function upper side.
public static	tcdf(t: number, v: number): number Cumulative distribution function (CDF) of Student's t-distribution.
public static	tdist(t: number, v: number, tails: number): number Cumulative distribution function (CDF) of Student's t-distribution that can specify tail.
public static	tinv(p: number, v: number): number Inverse of cumulative distribution function (CDF) of Student's t-distribution.
public static	tinv2(p: number, v: number): number Inverse of cumulative distribution function (CDF) of Student's t-distribution in two-sided test.
public static	tpdf(t: number, v: number): number Probability density function (PDF) of Student's t-distribution.

Static Public Methods

public static beta(x: number, y: number): number source

Beta function.

Params:

Name	Type	Attribute	Description
x	number
y	number

Return:

number

public static betacdf(x: number, a: number, b: number): number source

Cumulative distribution function (CDF) of beta distribution.

Params:

Name	Type	Attribute	Description
x	number
a	number
b	number

Return:

number

public static betainc(x: number, a: number, b: number, tail: string): number source

Incomplete beta function.

Params:

Name	Type	Attribute	Description
x	number
a	number
b	number
tail	string	optional default: "lower"	lower (default) , "upper"

Return:

number

public static betainv(p: number, a: number, b: number): number source

Inverse function of cumulative distribution function (CDF) of beta distribution.

Params:

Name	Type	Attribute	Description
p	number
a	number
b	number

Return:

number

public static betapdf(x: number, a: number, b: number): number source

Probability density function (PDF) of beta distribution.

Params:

Name	Type	Attribute	Description
x	number
a	number
b	number

Return:

number

public static binocdf(x: number, n: number, p: number, tail: string): number source

Cumulative distribution function (CDF) of binomial distribution.

Params:

Name	Type	Attribute	Description
x	number
n	number
p	number
tail	string	optional default: "lower"	lower (default) , "upper"

Return:

number

public static binoinv(y: number, n: number, p: number): number source

Inverse function of cumulative distribution function (CDF) of binomial distribution.

Params:

Name	Type	Attribute	Description
y	number
n	number
p	number

Return:

number

public static binopdf(x: number, n: number, p: number): number source

Probability density function (PDF) of binomial distribution.

Params:

Name	Type	Attribute	Description
x	number
n	number
p	number

Return:

number

public static chi2cdf(x: number, k: number): number source

Cumulative distribution function (CDF) of chi-square distribution.

Params:

Name	Type	Attribute	Description
x	number
k	number		The degrees of freedom. (DF)

Return:

number

public static chi2inv(p: number, k: number): number source

Inverse function of cumulative distribution function (CDF) of chi-square distribution.

Params:

Name	Type	Attribute	Description
p	number		Probability.
k	number		The degrees of freedom. (DF)

Return:

number

public static chi2pdf(x: number, k: number): number source

Probability density function (PDF) of chi-square distribution.

Params:

Name	Type	Attribute	Description
x	number
k	number		The degrees of freedom. (DF)

Return:

number

public static erf(x: number): number source

Error function.

Params:

Name	Type	Attribute	Description
x	number

Return:

number

public static erfc(x: number): number source

Complementary error function.

Params:

Name	Type	Attribute	Description
x	number

Return:

number

public static erfcinv(p: number): number source

Inverse function of complementary error function.

Params:

Name	Type	Attribute	Description
p	number

Return:

number

public static erfinv(p: number): number source

Inverse function of error function.

Params:

Name	Type	Attribute	Description
p	number

Return:

number

public static factorial(n: number): number source

Factorial function, x!.

Params:

Name	Type	Attribute	Description
n	number

Return:

number

public static fcdf(x: number, d1: number, d2: number): number source

Cumulative distribution function (CDF) of F-distribution.

Params:

Name	Type	Attribute	Description
x	number
d1	number		The degree of freedom of the molecules.
d2	number		The degree of freedom of the denominator

Return:

number

public static finv(p: number, d1: number, d2: number): number source

Inverse function of cumulative distribution function (CDF) of F-distribution.

Params:

Name	Type	Attribute	Description
p	number		Probability.
d1	number		The degree of freedom of the molecules.
d2	number		The degree of freedom of the denominator

Return:

number

public static fpdf(x: number, d1: number, d2: number): number source

Probability density function (PDF) of F-distribution.

Params:

Name	Type	Attribute	Description
x	number
d1	number		The degree of freedom of the molecules.
d2	number		The degree of freedom of the denominator

Return:

number

public static gamcdf(x: number, k: number, s: number): number source

Cumulative distribution function (CDF) of gamma distribution.

Params:

Name	Type	Attribute	Description
x	number
k	number		Shape parameter.
s	number		Scale parameter.

Return:

number

public static gaminv(p: number, k: number, s: number): number source

Inverse function of cumulative distribution function (CDF) of gamma distribution.

Params:

Name	Type	Attribute	Description
p	number
k	number		Shape parameter.
s	number		Scale parameter.

Return:

number

public static gamma(z: number): number source

Gamma function.

Params:

Name	Type	Attribute	Description
z	number

Return:

number

public static gammainc(x: number, a: number, tail: string): number source

Incomplete gamma function.

Params:

Name	Type	Attribute	Description
x	number
a	number
tail	string	optional default: "lower"	lower (default) , "upper"

Return:

number

public static gammaln(x: number): number source

Log-gamma function.

Params:

Name	Type	Attribute	Description
x	number

Return:

number

public static gampdf(x: number, k: number, s: number): number source

Probability density function (PDF) of the gamma distribution.

Params:

Name	Type	Attribute	Description
x	number
k	number		Shape parameter.
s	number		Scale parameter.

Return:

number

public static nchoosek(n: number, k: number): number source

Binomial coefficient, number of all combinations, nCk.

Params:

Name	Type	Attribute	Description
n	number
k	number

Return:

number

nCk

public static normcdf(x: number, u: number, s: number): number source

Cumulative distribution function (CDF) of normal distribution.

Params:

Name	Type	Attribute	Description
x	number
u	number	optional default: 0.0	Average value.
s	number	optional default: 1.0	Variance value.

Return:

number

public static norminv(p: number, u: number, s: number): number source

Inverse function of cumulative distribution function (CDF) of normal distribution.

Params:

Name	Type	Attribute	Description
p	number		Probability.
u	number	optional default: 0.0	Average value.
s	number	optional default: 1.0	Variance value.

Return:

number

public static normpdf(x: number, u: number, s: number): number source

Probability density function (PDF) of normal distribution.

Params:

Name	Type	Attribute	Description
x	number
u	number	optional default: 0.0	Average value.
s	number	optional default: 1.0	Variance value.

Return:

number

public static p_beta(x: number, a: number, b: number): number source

Incomplete beta function lower side.

Params:

Name	Type	Attribute	Description
x	number
a	number
b	number

Return:

number

public static p_gamma(x: number, a: number, gammaln_a: number): number source

Incomplete gamma function lower side.

Params:

Name	Type	Attribute	Description
x	number
a	number
gammaln_a	number

Return:

number

public static poisscdf(k: number, lambda: number): number source

Cumulative distribution function (CDF) of Poisson distribution.

Params:

Name	Type	Attribute	Description
k	number
lambda	number

Return:

number

public static poissinv(p: number, lambda: number): number source

Inverse function of cumulative distribution function (CDF) of Poisson distribution.

Params:

Name	Type	Attribute	Description
p	number
lambda	number

Return:

number

public static poisspdf(k: number, lambda: number): number source

Probability density function (PDF) of Poisson distribution.

Params:

Name	Type	Attribute	Description
k	number
lambda	number

Return:

number

public static q_beta(x: number, a: number, b: number): number source

Incomplete beta function upper side.

Params:

Name	Type	Attribute	Description
x	number
a	number
b	number

Return:

number

public static q_gamma(x: number, a: number, gammaln_a: number): number source

Incomplete gamma function upper side.

Params:

Name	Type	Attribute	Description
x	number
a	number
gammaln_a	number

Return:

number

public static tcdf(t: number, v: number): number source

Cumulative distribution function (CDF) of Student's t-distribution.

Params:

Name	Type	Attribute	Description
t	number		T-value.
v	number		The degrees of freedom. (DF)

Return:

number

public static tdist(t: number, v: number, tails: number): number source

Cumulative distribution function (CDF) of Student's t-distribution that can specify tail.

Params:

Name	Type	Attribute	Description
t	number		T-value.
v	number		The degrees of freedom. (DF)
tails	number		Tail. (1 = the one-tailed distribution, 2 = the two-tailed distribution.)

Return:

number

public static tinv(p: number, v: number): number source

Inverse of cumulative distribution function (CDF) of Student's t-distribution.

Params:

Name	Type	Attribute	Description
p	number		Probability.
v	number		The degrees of freedom. (DF)

Return:

number

public static tinv2(p: number, v: number): number source

Inverse of cumulative distribution function (CDF) of Student's t-distribution in two-sided test.

Params:

Name	Type	Attribute	Description
p	number		Probability.
v	number		The degrees of freedom. (DF)

Return:

number

public static tpdf(t: number, v: number): number source

Probability density function (PDF) of Student's t-distribution.

Params:

Name	Type	Attribute	Description
t	number		T-value.
v	number		The degrees of freedom. (DF)

Return:

number