ts-gaussian 2.0.2 → 3.0.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/{index.d.ts → src/index.d.ts} +1 -1
- package/dist/{module → src}/index.js +18 -3
- package/package.json +23 -36
- package/dist/index.js +0 -129
- package/dist/index.js.map +0 -1
- package/dist/module/index.js.map +0 -1
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@@ -14,7 +14,7 @@ export declare function ierfc(x: number): number;
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export declare class Gaussian {
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mean: number;
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variance: number;
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standardDeviation: number;
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readonly standardDeviation: number;
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constructor(mean: number, variance: number);
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/**
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* probability density function, which describes the probability
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@@ -41,8 +41,24 @@ export function ierfc(x) {
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*/
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export class Gaussian {
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constructor(mean, variance) {
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this
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Object.defineProperty(this, "mean", {
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enumerable: true,
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configurable: true,
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writable: true,
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value: mean
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});
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Object.defineProperty(this, "variance", {
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enumerable: true,
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configurable: true,
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writable: true,
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value: variance
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});
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Object.defineProperty(this, "standardDeviation", {
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enumerable: true,
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configurable: true,
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writable: true,
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value: void 0
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});
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if (variance <= 0) {
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throw new Error(`Variance must be > 0 (but was ${variance})`);
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}
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@@ -120,4 +136,3 @@ export class Gaussian {
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return new Gaussian(precisionmean / precision, 1 / precision);
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}
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}
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//# sourceMappingURL=index.js.map
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package/package.json
CHANGED
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@@ -1,6 +1,6 @@
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{
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"name": "ts-gaussian",
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"version": "
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"version": "3.0.2",
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"description": "A TypeScript model of a Gaussian distribution",
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"author": "Scott Cooper <scttcper@gmail.com>",
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"license": "MIT",
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@@ -12,51 +12,38 @@
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"normal",
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"distribution"
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],
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"
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"
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"
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"type": "module",
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"exports": "./dist/src/index.js",
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"types": "./dist/src/index.d.ts",
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"files": [
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"dist"
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"dist/src"
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],
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"sideEffects": false,
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"scripts": {
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"lint": "eslint --ext .ts
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"lint:fix": "eslint --ext .ts
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"lint": "eslint --ext .ts .",
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"lint:fix": "eslint --ext .ts --fix .",
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"prepare": "npm run build",
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"build": "
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"build:docs": "typedoc
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"test": "
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"test:watch": "
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"test:ci": "
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"semantic-release": "semantic-release"
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"build": "tsc",
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"build:docs": "typedoc",
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"test": "vitest run",
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"test:watch": "vitest",
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"test:ci": "vitest run --coverage --reporter=default --reporter=junit --outputFile=./junit.xml"
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},
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"dependencies": {},
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"devDependencies": {
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"@
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"@
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"@
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"
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"
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"
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"
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"typedoc": "0.19.0",
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"typescript": "4.0.2"
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},
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"jest": {
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"testEnvironment": "node"
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},
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"babel": {
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"presets": [
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"@babel/preset-typescript"
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],
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"plugins": [
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"@babel/plugin-transform-modules-commonjs"
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]
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"@ctrl/eslint-config": "3.4.5",
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"@sindresorhus/tsconfig": "3.0.1",
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"@types/node": "17.0.41",
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"c8": "7.11.3",
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"typedoc": "0.22.17",
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"typescript": "4.7.3",
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"vitest": "0.14.1"
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},
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"release": {
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"
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"branches": [
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"master"
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]
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},
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"engines": {
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"node": ">=
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"node": ">=14.16"
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}
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}
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package/dist/index.js
DELETED
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@@ -1,129 +0,0 @@
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"use strict";
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// forked from https://github.com/tomgp/gaussian
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.Gaussian = exports.ierfc = exports.erfc = void 0;
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/**
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* Complementary error function
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* From Numerical Recipes in C 2e p221
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*/
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function erfc(x) {
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const z = Math.abs(x);
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const t = 1 / (1 + z / 2);
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// prettier-ignore
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const r = t * Math.exp(-z * z - 1.26551223 + t * (1.00002368 +
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t * (0.37409196 + t * (0.09678418 + t * (-0.18628806 +
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t * (0.27886807 + t * (-1.13520398 + t * (1.48851587 +
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t * (-0.82215223 + t * 0.17087277)))))))));
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return x >= 0 ? r : 2 - r;
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}
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exports.erfc = erfc;
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/**
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* Inverse complementary error function
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* From Numerical Recipes 3e p265
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*/
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function ierfc(x) {
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if (x >= 2) {
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return -100;
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}
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if (x <= 0) {
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return 100;
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}
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const xx = x < 1 ? x : 2 - x;
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const t = Math.sqrt(-2 * Math.log(xx / 2));
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// prettier-ignore
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let r = -0.70711 * ((2.30753 + t * 0.27061) /
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(1 + t * (0.99229 + t * 0.04481)) - t);
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for (let j = 0; j < 2; j++) {
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const err = erfc(r) - xx;
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// eslint-disable-next-line @typescript-eslint/no-loss-of-precision
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r += err / (1.12837916709551257 * Math.exp(-(r * r)) - r * err);
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}
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return x < 1 ? r : -r;
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}
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exports.ierfc = ierfc;
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/**
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* Models the [Normal](http://en.wikipedia.org/wiki/Normal_distribution) (or Gaussian) distribution.
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*/
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class Gaussian {
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constructor(mean, variance) {
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this.mean = mean;
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this.variance = variance;
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if (variance <= 0) {
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throw new Error(`Variance must be > 0 (but was ${variance})`);
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}
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this.standardDeviation = Math.sqrt(variance);
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}
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/**
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* probability density function, which describes the probability
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* of a random variable taking on the value _x_
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*/
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pdf(x) {
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const m = this.standardDeviation * Math.sqrt(2 * Math.PI);
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const e = Math.exp(-((x - this.mean) ** 2) / (2 * this.variance));
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return e / m;
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}
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/**
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* cumulative distribution function, which describes the probability of a
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* random variable falling in the interval (−∞, _x_]
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*/
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cdf(x) {
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return 0.5 * erfc(-(x - this.mean) / (this.standardDeviation * Math.sqrt(2)));
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}
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/**
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* percent point function, the inverse of _cdf_
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*/
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ppf(x) {
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return this.mean - this.standardDeviation * Math.sqrt(2) * ierfc(2 * x);
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}
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/**
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* Product distribution of this and d (scale for constant)
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* @returns the product distribution of this and the given distribution;
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* equivalent to `scale(d)` when d is a constant
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*/
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mul(d) {
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if (typeof d === 'number') {
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return this.scale(d);
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}
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const precision = 1 / this.variance;
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const dprecision = 1 / d.variance;
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return this.fromPrecisionMean(precision + dprecision, precision * this.mean + dprecision * d.mean);
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}
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/**
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* Quotient distribution of this and d (scale for constant)
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* @returns the quotient distribution of this and the given distribution; equivalent to `scale(1/d)` when d is a constant
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*/
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div(d) {
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if (typeof d === 'number') {
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return this.scale(1 / d);
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}
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const precision = 1 / this.variance;
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const dprecision = 1 / d.variance;
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return this.fromPrecisionMean(precision - dprecision, precision * this.mean - dprecision * d.mean);
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}
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/**
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* Addition of this and d
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* @returns the result of adding this and the given distribution's means and variances
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*/
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add(d) {
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return new Gaussian(this.mean + d.mean, this.variance + d.variance);
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}
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/**
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* Subtraction of this and d
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* @returns the result of subtracting this and the given distribution's means and variances
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*/
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sub(d) {
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return new Gaussian(this.mean - d.mean, this.variance + d.variance);
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}
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/**
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* Scale this by constant c
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* @returns the result of scaling this distribution by the given constant
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*/
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scale(c) {
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return new Gaussian(this.mean * c, this.variance * c * c);
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}
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fromPrecisionMean(precision, precisionmean) {
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return new Gaussian(precisionmean / precision, 1 / precision);
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}
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}
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exports.Gaussian = Gaussian;
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//# sourceMappingURL=index.js.map
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package/dist/index.js.map
DELETED
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@@ -1 +0,0 @@
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