CocoRoboDesktop/pdf1.js/node_modules/distributions/distributions/normal.js

var cephes = require('cephes');

function NormalDistribution(mean, sd) {
  if (!(this instanceof NormalDistribution)) {
    return new NormalDistribution(mean, sd);
  }

  if (typeof mean !== 'number' && mean !== undefined) {
    throw TypeError('mean must be a number');
  }
  if (typeof sd !== 'number' && sd !== undefined) {
    throw TypeError('sd must be a number');
  }

  if (sd !== undefined && sd <= 0.0) {
    throw TypeError('sd must be positive');
  }

  this._mean = mean || 0;
  this._sd = sd || 1;
  this._var = this._sd * this._sd;
}
module.exports = NormalDistribution;

// -0.5 * log(2 Pi)
var HALF_TWO_PI_LOG = -0.91893853320467274180;

NormalDistribution.prototype.pdf = function (x) {
  return Math.exp(HALF_TWO_PI_LOG - Math.log(this._sd) - Math.pow(x - this._mean, 2) / (2 * this._var));
};

NormalDistribution.prototype.cdf = function (x) {
  return cephes.ndtr((x - this._mean) / this._sd);
};

NormalDistribution.prototype.inv = function (p) {
  if (p <= 0) return -Infinity;
  if (p >= 1) return Infinity;
  return this._sd * cephes.ndtri(p) + this._mean;
};

NormalDistribution.prototype.median = function () {
  return this._mean;
};

NormalDistribution.prototype.mean = function () {
  return this._mean;
};

NormalDistribution.prototype.variance = function () {
  return this._var;
};