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default: object

Defined in: index.js:64

Type Declaration

bernoulli

bernoulli: Readonly<{ kind: "discrete"; name: "bernoulli"; params: string[]; cdf: number; dlogpdf: { dp: number; }; logpdf: number; mean: any; pdf: number; quantile: number; sample: 0 | 1; sampleN: any[]; support: number[]; validate: void; variance: number; }>

Bernoulli distribution, parameterized {p} with success probability p in [0, 1]. Support is {0, 1}.

beta

beta: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "beta"; params: string[]; cdf: number; dlogpdf: { dalpha: number; dbeta: number; dx: number; }; mean: number; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>

binomial

binomial: Readonly<{ kind: "discrete"; name: "binomial"; params: string[]; cdf: number; dlogpdf: { dp: number; }; logpdf: number; mean: number; pdf: number; quantile: any; sample: any; sampleN: any[]; support: any[]; validate: void; variance: number; }>

chi2

chi2: Readonly<{ kind: "continuous"; name: "chi2"; params: string[]; cdf: number; dlogpdf: { dk: number; dx: number; }; logpdf: number; mean: any; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>

createRng

createRng: (seed?) => any

Create a seedable RNG.

Parameters

seed?

number = ...

Any finite number; omit for a time-based seed

Returns

any

{float, int, normal, seed}

distributions

distributions: Readonly<{ bernoulli: Readonly<{ kind: "discrete"; name: "bernoulli"; params: string[]; cdf: number; dlogpdf: { dp: number; }; logpdf: number; mean: any; pdf: number; quantile: number; sample: 0 | 1; sampleN: any[]; support: number[]; validate: void; variance: number; }>; beta: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "beta"; params: string[]; cdf: number; dlogpdf: { dalpha: number; dbeta: number; dx: number; }; mean: number; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>; binomial: Readonly<{ kind: "discrete"; name: "binomial"; params: string[]; cdf: number; dlogpdf: { dp: number; }; logpdf: number; mean: number; pdf: number; quantile: any; sample: any; sampleN: any[]; support: any[]; validate: void; variance: number; }>; chi2: Readonly<{ kind: "continuous"; name: "chi2"; params: string[]; cdf: number; dlogpdf: { dk: number; dx: number; }; logpdf: number; mean: any; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>; exponential: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "exponential"; params: string[]; cdf: number; dlogpdf: { dlambda: number; dx: number; }; mean: number; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>; f: Readonly<{ kind: "continuous"; name: "f"; params: string[]; cdf: number; dlogpdf: { dd1: number; dd2: number; dx: number; }; logpdf: number; mean: number; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>; gamma: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "gamma"; params: string[]; cdf: number; dlogpdf: { dalpha: number; dbeta: number; dx: number; }; mean: number; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>; halfnormal: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "halfnormal"; params: string[]; cdf: number; dlogpdf: { dsigma: number; dx: number; }; mean: number; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>; lognormal: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "lognormal"; params: string[]; cdf: number; dlogpdf: { dmu: number; dsigma: number; dx: number; }; mean: number; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>; normal: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "normal"; params: string[]; cdf: number; dlogpdf: { dmu: number; dsigma: number; dx: number; }; mean: any; pdf: number; quantile: any; sample: any; sampleN: any[]; support: number[]; validate: void; variance: number; }>; poisson: Readonly<{ kind: "discrete"; name: "poisson"; params: string[]; cdf: number; dlogpdf: { dlambda: number; }; logpdf: number; mean: any; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: any; }>; studentT: Readonly<{ kind: "continuous"; name: "studentT"; params: string[]; cdf: number; dlogpdf: { dmu: number; dnu: number; dsigma: number; dx: number; }; logpdf: number; mean: any; pdf: number; quantile: any; sample: any; sampleN: any[]; support: number[]; validate: void; variance: number; }>; uniform: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "uniform"; params: string[]; cdf: number; dlogpdf: { dhigh: number; dlow: number; dx: number; }; mean: number; pdf: number; quantile: any; sample: any; sampleN: any[]; support: any[]; validate: void; variance: number; }>; }>

Registry of all distributions keyed by name, for dynamic lookup (e.g. model specifications that name distributions as strings).

exponential

exponential: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "exponential"; params: string[]; cdf: number; dlogpdf: { dlambda: number; dx: number; }; mean: number; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>

f

f: Readonly<{ kind: "continuous"; name: "f"; params: string[]; cdf: number; dlogpdf: { dd1: number; dd2: number; dx: number; }; logpdf: number; mean: number; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>

gamma

gamma: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "gamma"; params: string[]; cdf: number; dlogpdf: { dalpha: number; dbeta: number; dx: number; }; mean: number; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>

halfnormal

halfnormal: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "halfnormal"; params: string[]; cdf: number; dlogpdf: { dsigma: number; dx: number; }; mean: number; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>

lognormal

lognormal: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "lognormal"; params: string[]; cdf: number; dlogpdf: { dmu: number; dsigma: number; dx: number; }; mean: number; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: number; }>

normal

normal: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "normal"; params: string[]; cdf: number; dlogpdf: { dmu: number; dsigma: number; dx: number; }; mean: any; pdf: number; quantile: any; sample: any; sampleN: any[]; support: number[]; validate: void; variance: number; }>

poisson

poisson: Readonly<{ kind: "discrete"; name: "poisson"; params: string[]; cdf: number; dlogpdf: { dlambda: number; }; logpdf: number; mean: any; pdf: number; quantile: number; sample: number; sampleN: any[]; support: number[]; validate: void; variance: any; }>

special

special: special

Special functions underpinning the distribution numerics: log-gamma, digamma, regularized incomplete gamma/beta and their inverses, erf/erfc, and the inverse normal CDF.

Implemented from the standard published algorithms (Lanczos approximation; series and modified-Lentz continued fractions for the incomplete functions; Acklam’s rational approximation with Halley refinement for the normal quantile). Accuracy targets are 1e-12 or better across the usual parameter ranges; the scipy comparison suite enforces this.

studentT

studentT: Readonly<{ kind: "continuous"; name: "studentT"; params: string[]; cdf: number; dlogpdf: { dmu: number; dnu: number; dsigma: number; dx: number; }; logpdf: number; mean: any; pdf: number; quantile: any; sample: any; sampleN: any[]; support: number[]; validate: void; variance: number; }>

uniform

uniform: Readonly<{ kind: "continuous"; logpdf: (x, params) => number; name: "uniform"; params: string[]; cdf: number; dlogpdf: { dhigh: number; dlow: number; dx: number; }; mean: number; pdf: number; quantile: any; sample: any; sampleN: any[]; support: any[]; validate: void; variance: number; }>