@stdlib/stats-base-dists-levy NPM

Lévy

Lévy distribution.

Installation

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

Usage

var levy = require( '@stdlib/stats-base-dists-levy' );

levy

Lévy distribution.

var dist = levy;
// returns {...}

The namespace contains the following distribution functions:

cdf( x, mu, c ): Lévy distribution cumulative distribution function.
logcdf( x, mu, c ): Lévy distribution logarithm of cumulative distribution function.
logpdf( x, mu, c ): Lévy distribution logarithm of probability density function (PDF).
pdf( x, mu, c ): Lévy distribution probability density function (PDF).
quantile( p, mu, c ): Lévy distribution quantile function.

The namespace contains the following functions for calculating distribution properties:

entropy( mu, c ): Lévy distribution differential entropy.
mean( mu, c ): Lévy distribution expected value.
median( mu, c ): Lévy distribution median.
mode( mu, c ): Lévy distribution mode.
stdev( mu, c ): Lévy distribution standard deviation.
variance( mu, c ): Lévy distribution variance.

The namespace contains a constructor function for creating a Lévy distribution object.

Levy( [mu, c] ): Lévy distribution constructor.

var Levy = require( '@stdlib/stats-base-dists-levy' ).Levy;

var dist = new Levy( 2.0, 4.0 );

var y = dist.pdf( 2.5 );
// returns ~0.041

Examples

var objectKeys = require( '@stdlib/utils-keys' );
var levy = require( '@stdlib/stats-base-dists-levy' );

console.log( objectKeys( levy ) );

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.