distributions

README

About

This repo contains functions for (the density of) the following statistical distributions:

• Uniform (Dunif)
• Binomial (Bbinom)
• Beta (Dbeta)
• scaled and shifted t-distribution (Scaled_shifted_t)
• Normal distribution (Dnorm)
• Non-central t distribution (Dt)
• Cauchy distribution (Dcauchy)

And a helper function:

• Integrate

Apart from the Dt, all the distributions are simply wrappers around the functions provided by GoNum (The cauchy distribution is implemented as a 1 df student t distribution). For the non-central t distribution, a standard algorithm that is implemented in, for example, SciPy, is used.

The functions written so that their interface is consistent with that employed by the corresponding functions in R.

Documentation

Index

• func Dbeta(x float64, shape1 float64, shape2 float64) float64
• func Dbinom(x float64, n float64, p float64) float64
• func Dcauchy(x float64, location float64, scale float64) float64
• func Dnorm(x float64, mean float64, sd float64) float64
• func Dt(x float64, df float64, ncp float64) float64
• func Dunif(x float64, min float64, max float64) float64
• func Integrate(f func(float64) float64, min float64, max float64) float64
• func Scaled_shifted_t(x float64, mean float64, sd float64, df float64) float64

Functions

func Dbeta

func Dbeta(x float64, shape1 float64, shape2 float64) float64

func Dbinom

func Dbinom(x float64, n float64, p float64) float64

func Dcauchy

func Dcauchy(x float64, location float64, scale float64) float64

func Dnorm

func Dnorm(x float64, mean float64, sd float64) float64

func Dt

func Dt(x float64, df float64, ncp float64) float64

func Dunif

func Dunif(x float64, min float64, max float64) float64

func Integrate

func Integrate(f func(float64) float64, min float64, max float64) float64

func Scaled_shifted_t

func Scaled_shifted_t(x float64, mean float64, sd float64, df float64) float64