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Lévy distribution constructor.
To use in Observable,
Levy = require( 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-levy-ctor@umd/browser.js' )
To vendor stdlib functionality and avoid installing dependency trees for Node.js, you can use the UMD server build:
var Levy = require( 'path/to/vendor/umd/stats-base-dists-levy-ctor/index.js' )
To include the bundle in a webpage,
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-levy-ctor@umd/browser.js"></script>
If no recognized module system is present, access bundle contents via the global scope:
<script type="text/javascript">
(function () {
window.Levy;
})();
</script>
Returns a Lévy distribution object.
var levy = new Levy();
var median = levy.median;
// returns ~2.198
By default, mu = 0.0
and c = 1.0
. To create a distribution having a different mu
(location parameter) and c
(scale parameter), provide the corresponding arguments.
var levy = new Levy( 2.0, 4.0 );
var median = levy.median;
// returns ~10.792
A Lévy distribution object has the following properties and methods...
Location parameter of the distribution.
var levy = new Levy();
var mu = levy.mu;
// returns 0.0
levy.mu = 3.0;
mu = levy.mu;
// returns 3.0
Scale parameter of the distribution. c
must be a positive number.
var levy = new Levy( 2.0, 4.0 );
var c = levy.c;
// returns 4.0
levy.c = 3.0;
c = levy.c;
// returns 3.0
Returns the differential entropy.
var levy = new Levy( 4.0, 12.0 );
var entropy = levy.entropy;
// returns ~5.809
Returns the expected value.
var levy = new Levy( 4.0, 12.0 );
var mu = levy.mean;
// returns Infinity
Returns the median.
var levy = new Levy( 4.0, 12.0 );
var median = levy.median;
// returns ~30.377
Returns the mode.
var levy = new Levy( 4.0, 12.0 );
var mode = levy.mode;
// returns 8.0
Returns the standard deviation.
var levy = new Levy( 4.0, 12.0 );
var s = levy.stdev;
// returns Infinity
Returns the variance.
var levy = new Levy( 4.0, 12.0 );
var s2 = levy.variance;
// returns Infinity
Evaluates the cumulative distribution function (CDF).
var levy = new Levy( 2.0, 4.0 );
var y = levy.cdf( 2.5 );
// returns ~0.005
Evaluates the natural logarithm of the cumulative distribution function (CDF).
var levy = new Levy( 2.0, 4.0 );
var y = levy.logcdf( 2.5 );
// returns ~-5.365
Evaluates the natural logarithm of the probability density function (PDF).
var levy = new Levy( 2.0, 4.0 );
var y = levy.logpdf( 2.2 );
// returns ~-7.812
Evaluates the probability density function (PDF).
var levy = new Levy( 2.0, 4.0 );
var y = levy.pdf( 2.5 );
// returns ~0.041
Evaluates the quantile function at probability p
.
var levy = new Levy( 2.0, 4.0 );
var y = levy.quantile( 0.5 );
// returns ~10.792
y = levy.quantile( 1.9 );
// returns NaN
<!DOCTYPE html>
<html lang="en">
<body>
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-levy-ctor@umd/browser.js"></script>
<script type="text/javascript">
(function () {
var levy = new Levy( 2.0, 4.0 );
var mean = levy.mean;
// returns Infinity
var median = levy.median;
// returns ~10.792
var s2 = levy.variance;
// returns Infinity
var y = levy.cdf( 20.0 );
// returns ~0.637
})();
</script>
</body>
</html>
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.
See LICENSE.
Copyright © 2016-2024. The Stdlib Authors.