JuliaStats/StatsFuns.jl

Name: StatsFuns.jl

Owner: Julia Statistics

Description: Mathematical functions related to statistics.

Created: 2015-07-25 03:06:51.0

Updated: 2018-05-20 05:01:03.0

Pushed: 2018-04-26 22:21:05.0

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Size: 89

Language: Julia

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README

StatsFuns

Mathematical functions related to statistics.

This package provides a collection of mathematical constants and numerical functions for statistical computing.

Constants

,       # 2?
?,      # 4?
?,      # ? / 2
t?,     # ? / 4
,       # 1 / ?
nv?,    # 2 / ?
inv?,   # 4 / ?
?,      # 1 / (2?)
?,      # 1 / (4?)
2,      # ?2
3,      # ?3
?,      # ??
2?,     # ?2?
4?,     # ?4?
half?,  # ?(? / 2)
qrt2,   # 1 / ?2
qrt2?,  # 1 / ?2?
alf,    # log(1 / 2)
wo,     # log(2)
,       # log(?)
?,      # log(2?)
?,      # log(4?)

Basic Functions

sicfuns
x,          # x * log(x) for x > 0, or 0 when x == 0
y,          # x * log(y) for x > 0, or 0 when x == 0
stic,       # 1 / (1 + exp(-x))
t,          # log(x / (1 - x))
psq,        # log(1 + x^2)
pexp,       # log(1 + exp(x))
mexp,       # log(1 - exp(x))
mexp,       # log(2 - exp(x))
xpm1,       # log(exp(x) - 1)
plus,       # alias of log1pexp
oftplus,    # alias of logexpm1
pmx,        # log(1 + x) - x
xp1,        # log(x) - x + 1
umexp,      # log(exp(x) + exp(y)) or log(sum(exp(x)))
max,        # exp(x_i) / sum(exp(x)), for i
max!,       # inplace softmax

sc
vgamma,     # logarithm of multivariate gamma function
rling_asym

Distribution-related functions

strs/beta
pdf,            # pdf of beta distribution
logpdf,         # logpdf of beta distribution
cdf,            # cdf of beta distribution
ccdf,           # ccdf of beta distribution
logcdf,         # logcdf of beta distribution
logccdf,        # logccdf of beta distribution
invcdf,         # inverse-cdf of beta distribution
invccdf,        # inverse-ccdf of beta distribution
invlogcdf,      # inverse-logcdf of beta distribution
invlogccdf,     # inverse-logccdf of beta distribution

strs/binom
mpdf,           # pdf of binomial distribution
mlogpdf,        # logpdf of binomial distribution
mcdf,           # cdf of binomial distribution
mccdf,          # ccdf of binomial distribution
mlogcdf,        # logcdf of binomial distribution
mlogccdf,       # logccdf of binomial distribution
minvcdf,        # inverse-cdf of binomial distribution
minvccdf,       # inverse-ccdf of binomial distribution
minvlogcdf,     # inverse-logcdf of binomial distribution
minvlogccdf,    # inverse-logccdf of binomial distribution

strs/chisq
qpdf,           # pdf of chi-square distribution
qlogpdf,        # logpdf of chi-square distribution
qcdf,           # cdf of chi-square distribution
qccdf,          # ccdf of chi-square distribution
qlogcdf,        # logcdf of chi-square distribution
qlogccdf,       # logccdf of chi-square distribution
qinvcdf,        # inverse-cdf of chi-square distribution
qinvccdf,       # inverse-ccdf of chi-square distribution
qinvlogcdf,     # inverse-logcdf of chi-square distribution
qinvlogccdf,    # inverse-logccdf of chi-square distribution

strs/fdist
tpdf,           # pdf of F distribution
tlogpdf,        # logpdf of F distribution
tcdf,           # cdf of F distribution
tccdf,          # ccdf of F distribution
tlogcdf,        # logcdf of F distribution
tlogccdf,       # logccdf of F distribution
tinvcdf,        # inverse-cdf of F distribution
tinvccdf,       # inverse-ccdf of F distribution
tinvlogcdf,     # inverse-logcdf of F distribution
tinvlogccdf,    # inverse-logccdf of F distribution

strs/gamma
apdf,           # pdf of gamma distribution
alogpdf,        # logpdf of gamma distribution
acdf,           # cdf of gamma distribution
accdf,          # ccdf of gamma distribution
alogcdf,        # logcdf of gamma distribution
alogccdf,       # logccdf of gamma distribution
ainvcdf,        # inverse-cdf of gamma distribution
ainvccdf,       # inverse-ccdf of gamma distribution
ainvlogcdf,     # inverse-logcdf of gamma distribution
ainvlogccdf,    # inverse-logccdf of gamma distribution

strs/hyper
rpdf,           # pdf of hypergeometric distribution
rlogpdf,        # logpdf of hypergeometric distribution
rcdf,           # cdf of hypergeometric distribution
rccdf,          # ccdf of hypergeometric distribution
rlogcdf,        # logcdf of hypergeometric distribution
rlogccdf,       # logccdf of hypergeometric distribution
rinvcdf,        # inverse-cdf of hypergeometric distribution
rinvccdf,       # inverse-ccdf of hypergeometric distribution
rinvlogcdf,     # inverse-logcdf of hypergeometric distribution
rinvlogccdf,    # inverse-logccdf of hypergeometric distribution

strs/nbeta
apdf,           # pdf of noncentral beta distribution
alogpdf,        # logpdf of noncentral beta distribution
acdf,           # cdf of noncentral beta distribution
accdf,          # ccdf of noncentral beta distribution
alogcdf,        # logcdf of noncentral beta distribution
alogccdf,       # logccdf of noncentral beta distribution
ainvcdf,        # inverse-cdf of noncentral beta distribution
ainvccdf,       # inverse-ccdf of noncentral beta distribution
ainvlogcdf,     # inverse-logcdf of noncentral beta distribution
ainvlogccdf,    # inverse-logccdf of noncentral beta distribution

strs/nbinom
ompdf,           # pdf of negative nbinomial distribution
omlogpdf,        # logpdf of negative nbinomial distribution
omcdf,           # cdf of negative nbinomial distribution
omccdf,          # ccdf of negative nbinomial distribution
omlogcdf,        # logcdf of negative nbinomial distribution
omlogccdf,       # logccdf of negative nbinomial distribution
ominvcdf,        # inverse-cdf of negative nbinomial distribution
ominvccdf,       # inverse-ccdf of negative nbinomial distribution
ominvlogcdf,     # inverse-logcdf of negative nbinomial distribution
ominvlogccdf,    # inverse-logccdf of negative nbinomial distribution

strs/nchisq
sqpdf,           # pdf of noncentral chi-square distribution
sqlogpdf,        # logpdf of noncentral chi-square distribution
sqcdf,           # cdf of noncentral chi-square distribution
sqccdf,          # ccdf of noncentral chi-square distribution
sqlogcdf,        # logcdf of noncentral chi-square distribution
sqlogccdf,       # logccdf of noncentral chi-square distribution
sqinvcdf,        # inverse-cdf of noncentral chi-square distribution
sqinvccdf,       # inverse-ccdf of noncentral chi-square distribution
sqinvlogcdf,     # inverse-logcdf of noncentral chi-square distribution
sqinvlogccdf,    # inverse-logccdf of noncentral chi-square distribution

strs/nfdist
stpdf,           # pdf of noncentral F distribution
stlogpdf,        # logpdf of noncentral F distribution
stcdf,           # cdf of noncentral F distribution
stccdf,          # ccdf of noncentral F distribution
stlogcdf,        # logcdf of noncentral F distribution
stlogccdf,       # logccdf of noncentral F distribution
stinvcdf,        # inverse-cdf of noncentral F distribution
stinvccdf,       # inverse-ccdf of noncentral F distribution
stinvlogcdf,     # inverse-logcdf of noncentral F distribution
stinvlogccdf,    # inverse-logccdf of noncentral F distribution

strs/norm
pdf,            # pdf of normal distribution
logpdf,         # logpdf of normal distribution
cdf,            # cdf of normal distribution
ccdf,           # ccdf of normal distribution
logcdf,         # logcdf of normal distribution
logccdf,        # logccdf of normal distribution
invcdf,         # inverse-cdf of normal distribution
invccdf,        # inverse-ccdf of normal distribution
invlogcdf,      # inverse-logcdf of normal distribution
invlogccdf,     # inverse-logccdf of normal distribution

strs/ntdist
stpdf,           # pdf of noncentral t distribution
stlogpdf,        # logpdf of noncentral t distribution
stcdf,           # cdf of noncentral t distribution
stccdf,          # ccdf of noncentral t distribution
stlogcdf,        # logcdf of noncentral t distribution
stlogccdf,       # logccdf of noncentral t distribution
stinvcdf,        # inverse-cdf of noncentral t distribution
stinvccdf,       # inverse-ccdf of noncentral t distribution
stinvlogcdf,     # inverse-logcdf of noncentral t distribution
stinvlogccdf,    # inverse-logccdf of noncentral t distribution

strs/pois
pdf,           # pdf of Poisson distribution
logpdf,        # logpdf of Poisson distribution
cdf,           # cdf of Poisson distribution
ccdf,          # ccdf of Poisson distribution
logcdf,        # logcdf of Poisson distribution
logccdf,       # logccdf of Poisson distribution
invcdf,        # inverse-cdf of Poisson distribution
invccdf,       # inverse-ccdf of Poisson distribution
invlogcdf,     # inverse-logcdf of Poisson distribution
invlogccdf,    # inverse-logccdf of Poisson distribution

strs/tdist
tpdf,           # pdf of student's t distribution
tlogpdf,        # logpdf of student's t distribution
tcdf,           # cdf of student's t distribution
tccdf,          # ccdf of student's t distribution
tlogcdf,        # logcdf of student's t distribution
tlogccdf,       # logccdf of student's t distribution
tinvcdf,        # inverse-cdf of student's t distribution
tinvccdf,       # inverse-ccdf of student's t distribution
tinvlogcdf,     # inverse-logcdf of student's t distribution
tinvlogccdf,    # inverse-logccdf of student's t distribution

License

All of the code for this package is released under the MIT/Expat license, but this package depends upon the Rmath.jl package, which currently links to a GPL-licensed library. As such, the package currently constitutes a derived work. Work is underway to remove that dependency.