Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

docs: improve README examples of stats/base/dists/gamma namespace #1804

Merged
merged 2 commits into from
Oct 10, 2024
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
85 changes: 83 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/gamma/README.md
Original file line number Diff line number Diff line change
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>
Expand Down
85 changes: 83 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/gamma/examples/index.js
Original file line number Diff line number Diff line change
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 );
Loading