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Merge branch 'stdlib-js:develop' into dnannsumors-refactor
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headlessNode authored Oct 11, 2024
2 parents f3098b3 + f0ab00b commit 0eae9a9
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1 change: 1 addition & 0 deletions CONTRIBUTORS
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Expand Up @@ -28,6 +28,7 @@ EuniceSim142 <[email protected]>
Frank Kovacs <[email protected]>
Golden Kumar <[email protected]>
Gunj Joshi <[email protected]>
Gururaj Gurram <[email protected]>
HarshaNP <[email protected]>
Harshita Kalani <[email protected]>
Hridyanshu <[email protected]>
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Expand Up @@ -26,7 +26,7 @@ var addon = require( './../src/addon.node' );
// MAIN //

/**
* Return the maximum value.
* Returns the maximum value.
*
* @private
* @param {number} x - first number
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Expand Up @@ -26,7 +26,7 @@ var addon = require( './../src/addon.node' );
// MAIN //

/**
* Return the minimum value.
* Returns the minimum value.
*
* @private
* @param {number} x - first number
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84 changes: 80 additions & 4 deletions lib/node_modules/@stdlib/stats/base/dists/chi/README.md
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Expand Up @@ -101,15 +101,91 @@ var mu = dist.mean;

## Examples

<!-- TODO: better examples -->

<!-- eslint no-undef: "error" -->

```javascript
var objectKeys = require( '@stdlib/utils/keys' );
var chiRandomFactory = require( '@stdlib/random/base/chi' ).factory;
var filledarrayBy = require( '@stdlib/array/filled-by' );
var variance = require( '@stdlib/stats/base/variance' );
var linspace = require( '@stdlib/array/base/linspace' );
var rayleigh = require( '@stdlib/stats/base/dists/rayleigh' );
var mean = require( '@stdlib/stats/base/mean' );
var abs = require( '@stdlib/math/base/special/abs' );
var chi = require( '@stdlib/stats/base/dists/chi' );

console.log( objectKeys( chi ) );
// Define the degrees of freedom parameter:
var k = 2;

// Generate an array of x values:
var x = linspace( 0, 10, 100 );

// Compute the PDF for each x:
var chiPDF = chi.pdf.factory( k );
var pdf = filledarrayBy( x.length, 'float64', chiPDF );

// Compute the CDF for each x:
var chiCDF = chi.cdf.factory( k );
var cdf = filledarrayBy( x.length, 'float64', chiCDF );

// Output the PDF and CDF values:
console.log( 'x values:', x );
console.log( 'PDF values:', pdf );
console.log( 'CDF values:', cdf );

// Compute statistical properties:
var theoreticalMean = chi.mean( k );
var theoreticalVariance = chi.variance( k );
var theoreticalSkewness = chi.skewness( k );
var theoreticalKurtosis = chi.kurtosis( k );

console.log( 'Theoretical Mean:', theoreticalMean );
console.log( 'Theoretical Variance:', theoreticalVariance );
console.log( 'Skewness:', theoreticalSkewness );
console.log( 'Kurtosis:', theoreticalKurtosis );

// Generate random samples from the Chi distribution:
var rchi = chiRandomFactory( k );
var n = 1000;
var samples = filledarrayBy( n, 'float64', rchi );

// Compute sample mean and variance:
var sampleMean = mean( n, samples, 1 );
var sampleVariance = variance( n, 1, samples, 1 );

console.log( 'Sample Mean:', sampleMean );
console.log( 'Sample Variance:', sampleVariance );

// Compare sample statistics to theoretical values:
console.log( 'Difference in Mean:', abs( theoreticalMean - sampleMean ) );
console.log( 'Difference in Variance:', abs( theoreticalVariance - sampleVariance ) );

// Demonstrate the relationship with the Rayleigh distribution when k=2:
var rayleighPDF = rayleigh.pdf.factory( 1.0 );
var rayleighCDF = rayleigh.cdf.factory( 1.0 );

// Compute Rayleigh PDF and CDF for each x:
var rayleighPDFValues = filledarrayBy( x.length, 'float64', rayleighPDF );

var rayleighCDFValues = filledarrayBy( x.length, 'float64', rayleighCDF );

// Compare Chi and Rayleigh PDFs and CDFs:
var maxDiffPDF = 0.0;
var maxDiffCDF = 0.0;
var diffPDF;
var diffCDF;
var i;
for ( i = 0; i < x.length; i++ ) {
diffPDF = abs( pdf[ i ] - rayleighPDFValues[ i ] );
if ( diffPDF > maxDiffPDF ) {
maxDiffPDF = diffPDF;
}
diffCDF = abs( cdf[ i ] - rayleighCDFValues[ i ] );
if ( diffCDF > maxDiffCDF ) {
maxDiffCDF = diffCDF;
}
}
console.log( 'Maximum difference between Chi(k=2) PDF and Rayleigh PDF:', maxDiffPDF );
console.log( 'Maximum difference between Chi(k=2) CDF and Rayleigh CDF:', maxDiffCDF );
```

</section>
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82 changes: 80 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/chi/examples/index.js
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Expand Up @@ -18,7 +18,85 @@

'use strict';

var objectKeys = require( '@stdlib/utils/keys' );
var chiRandomFactory = require( '@stdlib/random/base/chi' ).factory;
var filledarrayBy = require( '@stdlib/array/filled-by' );
var variance = require( '@stdlib/stats/base/variance' );
var linspace = require( '@stdlib/array/base/linspace' );
var rayleigh = require( '@stdlib/stats/base/dists/rayleigh' );
var mean = require( '@stdlib/stats/base/mean' );
var abs = require( '@stdlib/math/base/special/abs' );
var chi = require( './../lib' );

console.log( objectKeys( chi ) );
// Define the degrees of freedom parameter:
var k = 2;

// Generate an array of x values:
var x = linspace( 0, 10, 100 );

// Compute the PDF for each x:
var chiPDF = chi.pdf.factory( k );
var pdf = filledarrayBy( x.length, 'float64', chiPDF );

// Compute the CDF for each x:
var chiCDF = chi.cdf.factory( k );
var cdf = filledarrayBy( x.length, 'float64', chiCDF );

// Output the PDF and CDF values:
console.log( 'x values:', x );
console.log( 'PDF values:', pdf );
console.log( 'CDF values:', cdf );

// Compute statistical properties:
var theoreticalMean = chi.mean( k );
var theoreticalVariance = chi.variance( k );
var theoreticalSkewness = chi.skewness( k );
var theoreticalKurtosis = chi.kurtosis( k );

console.log( 'Theoretical Mean:', theoreticalMean );
console.log( 'Theoretical Variance:', theoreticalVariance );
console.log( 'Skewness:', theoreticalSkewness );
console.log( 'Kurtosis:', theoreticalKurtosis );

// Generate random samples from the Chi distribution:
var rchi = chiRandomFactory( k );
var n = 1000;
var samples = filledarrayBy( n, 'float64', rchi );

// Compute sample mean and variance:
var sampleMean = mean( n, samples, 1 );
var sampleVariance = variance( n, 1, samples, 1 );

console.log( 'Sample Mean:', sampleMean );
console.log( 'Sample Variance:', sampleVariance );

// Compare sample statistics to theoretical values:
console.log( 'Difference in Mean:', abs( theoreticalMean - sampleMean ) );
console.log( 'Difference in Variance:', abs( theoreticalVariance - sampleVariance ) );

// Demonstrate the relationship with the Rayleigh distribution when k=2:
var rayleighPDF = rayleigh.pdf.factory( 1.0 );
var rayleighCDF = rayleigh.cdf.factory( 1.0 );

// Compute Rayleigh PDF and CDF for each x:
var rayleighPDFValues = filledarrayBy( x.length, 'float64', rayleighPDF );

var rayleighCDFValues = filledarrayBy( x.length, 'float64', rayleighCDF );

// Compare Chi and Rayleigh PDFs and CDFs:
var maxDiffPDF = 0.0;
var maxDiffCDF = 0.0;
var diffPDF;
var diffCDF;
var i;
for ( i = 0; i < x.length; i++ ) {
diffPDF = abs( pdf[ i ] - rayleighPDFValues[ i ] );
if ( diffPDF > maxDiffPDF ) {
maxDiffPDF = diffPDF;
}
diffCDF = abs( cdf[ i ] - rayleighCDFValues[ i ] );
if ( diffCDF > maxDiffCDF ) {
maxDiffCDF = diffCDF;
}
}
console.log( 'Maximum difference between Chi(k=2) PDF and Rayleigh PDF:', maxDiffPDF );
console.log( 'Maximum difference between Chi(k=2) CDF and Rayleigh CDF:', maxDiffCDF );
85 changes: 83 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/gamma/README.md
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Expand Up @@ -108,10 +108,91 @@ var y = dist.cdf( 0.5 );
<!-- eslint no-undef: "error" -->

```javascript
var objectKeys = require( '@stdlib/utils/keys' );
var gammaRandomFactory = require( '@stdlib/random/base/gamma' ).factory;
var filledarrayby = require( '@stdlib/array/filled-by' );
var Float64Array = require( '@stdlib/array/float64' );
var variance = require( '@stdlib/stats/base/variance' );
var linspace = require( '@stdlib/array/base/linspace' );
var mean = require( '@stdlib/stats/base/mean' );
var abs = require( '@stdlib/math/base/special/abs' );
var gamma = require( '@stdlib/stats/base/dists/gamma' );

console.log( objectKeys( gamma ) );
// Define the shape and scale parameters:
var alpha = 3.0; // shape parameter (α)
var beta = 2.0; // scale parameter (β)

// Generate an array of x values:
var x = linspace( 0.0, 20.0, 100 );

// Compute the PDF for each x:
var gammaPDF = gamma.pdf.factory( alpha, beta );
var pdf = filledarrayby( x.length, 'float64', gammaPDF );

// Compute the CDF for each x:
var gammaCDF = gamma.cdf.factory( alpha, beta );
var cdf = filledarrayby( x.length, 'float64', gammaCDF );

// Output the PDF and CDF values:
console.log( 'x values:', x );
console.log( 'PDF values:', pdf );
console.log( 'CDF values:', cdf );

// Compute statistical properties:
var theoreticalMean = gamma.mean( alpha, beta );
var theoreticalVariance = gamma.variance( alpha, beta );
var theoreticalSkewness = gamma.skewness( alpha, beta );
var theoreticalKurtosis = gamma.kurtosis( alpha, beta );

console.log( 'Theoretical Mean:', theoreticalMean );
console.log( 'Theoretical Variance:', theoreticalVariance );
console.log( 'Skewness:', theoreticalSkewness );
console.log( 'Kurtosis:', theoreticalKurtosis );

// Generate random samples from the gamma distribution:
var rgamma = gammaRandomFactory( alpha, beta );
var n = 300;
var samples = filledarrayby( n, 'float64', rgamma );

// Compute sample mean and variance:
var sampleMean = mean( n, samples, 1 );
var sampleVariance = variance( n, 1, samples, 1 );

console.log( 'Sample Mean:', sampleMean );
console.log( 'Sample Variance:', sampleVariance );

// Compare sample statistics to theoretical values:
console.log( 'Difference in Mean:', abs( theoreticalMean - sampleMean ) );
console.log( 'Difference in Variance:', abs( theoreticalVariance - sampleVariance ) );

// Demonstrate that the sum of `k` gamma variables is a gamma-distributed sum of `k` gamma(α, β) variables with same β is `gamma(k*α, β)`:
var k = 5;
var sumSamples = new Float64Array( n );

var sum;
var i;
var j;
for ( i = 0; i < sumSamples.length; i++ ) {
sum = 0.0;
for ( j = 0; j < k; j++ ) {
sum += rgamma();
}
sumSamples[ i ] = sum;
}

// Theoretical parameters for the sum:
var sumAlpha = k * alpha;
var sumMean = gamma.mean( sumAlpha, beta );
var sumVariance = gamma.variance( sumAlpha, beta );

console.log( 'Sum Theoretical Mean:', sumMean );
console.log( 'Sum Theoretical Variance:', sumVariance );

// Compute sample mean and variance for the sum:
var sumSampleMean = mean( sumSamples.length, sumSamples, 1 );
var sumSampleVariance = variance( sumSamples.length, 1, sumSamples, 1 );

console.log( 'Sum Sample Mean:', sumSampleMean );
console.log( 'Sum Sample Variance:', sumSampleVariance );
```

</section>
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85 changes: 83 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/gamma/examples/index.js
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Expand Up @@ -18,7 +18,88 @@

'use strict';

var objectKeys = require( '@stdlib/utils/keys' );
var gammaRandomFactory = require( '@stdlib/random/base/gamma' ).factory;
var filledarrayby = require( '@stdlib/array/filled-by' );
var Float64Array = require( '@stdlib/array/float64' );
var variance = require( '@stdlib/stats/base/variance' );
var linspace = require( '@stdlib/array/base/linspace' );
var mean = require( '@stdlib/stats/base/mean' );
var abs = require( '@stdlib/math/base/special/abs' );
var gamma = require( './../lib' );

console.log( objectKeys( gamma ) );
// Define the shape and scale parameters:
var alpha = 3.0; // shape parameter (α)
var beta = 2.0; // scale parameter (β)

// Generate an array of x values:
var x = linspace( 0.0, 20.0, 100 );

// Compute the PDF for each x:
var gammaPDF = gamma.pdf.factory( alpha, beta );
var pdf = filledarrayby( x.length, 'float64', gammaPDF );

// Compute the CDF for each x:
var gammaCDF = gamma.cdf.factory( alpha, beta );
var cdf = filledarrayby( x.length, 'float64', gammaCDF );

// Output the PDF and CDF values:
console.log( 'x values:', x );
console.log( 'PDF values:', pdf );
console.log( 'CDF values:', cdf );

// Compute statistical properties:
var theoreticalMean = gamma.mean( alpha, beta );
var theoreticalVariance = gamma.variance( alpha, beta );
var theoreticalSkewness = gamma.skewness( alpha, beta );
var theoreticalKurtosis = gamma.kurtosis( alpha, beta );

console.log( 'Theoretical Mean:', theoreticalMean );
console.log( 'Theoretical Variance:', theoreticalVariance );
console.log( 'Skewness:', theoreticalSkewness );
console.log( 'Kurtosis:', theoreticalKurtosis );

// Generate random samples from the gamma distribution:
var rgamma = gammaRandomFactory( alpha, beta );
var n = 300;
var samples = filledarrayby( n, 'float64', rgamma );

// Compute sample mean and variance:
var sampleMean = mean( n, samples, 1 );
var sampleVariance = variance( n, 1, samples, 1 );

console.log( 'Sample Mean:', sampleMean );
console.log( 'Sample Variance:', sampleVariance );

// Compare sample statistics to theoretical values:
console.log( 'Difference in Mean:', abs( theoreticalMean - sampleMean ) );
console.log( 'Difference in Variance:', abs( theoreticalVariance - sampleVariance ) );

// Demonstrate that the sum of `k` gamma variables is a gamma-distributed sum of `k` gamma(α, β) variables with same β is `gamma(k*α, β)`:
var k = 5;
var sumSamples = new Float64Array( n );

var sum;
var i;
var j;
for ( i = 0; i < sumSamples.length; i++ ) {
sum = 0.0;
for ( j = 0; j < k; j++ ) {
sum += rgamma();
}
sumSamples[ i ] = sum;
}

// Theoretical parameters for the sum:
var sumAlpha = k * alpha;
var sumMean = gamma.mean( sumAlpha, beta );
var sumVariance = gamma.variance( sumAlpha, beta );

console.log( 'Sum Theoretical Mean:', sumMean );
console.log( 'Sum Theoretical Variance:', sumVariance );

// Compute sample mean and variance for the sum:
var sumSampleMean = mean( sumSamples.length, sumSamples, 1 );
var sumSampleVariance = variance( sumSamples.length, 1, sumSamples, 1 );

console.log( 'Sum Sample Mean:', sumSampleMean );
console.log( 'Sum Sample Variance:', sumSampleVariance );
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