gaussian

A Golang model of the Normal (or Gaussian) distribution. To install run go get github.com/chobie/go-gaussian

API

Creating a Distribution

distribution := NewGausian(mean, variance)

Properties

• mean: the mean (μ) of the distribution
• variance: the variance (σ^2) of the distribution
• standardDeviation: the standard deviation (σ) of the distribution

Probability Functions

• Pdf(x): the probability density function, which describes the probability of a random variable taking on the value x
• Cdf(x): the cumulative distribution function, which describes the probability of a random variable falling in the interval (−∞, x]
• Ppf(x): the percent point function, the inverse of cdf

Combination Functions

• Mul(d): returns the product distribution of this and the given distribution. If a constant is passed in the distribution is scaled.
• Div(d): returns the quotient distribution of this and the given distribution. If a constant is passed in the distribution is scaled by 1/d.
• Add(d): returns the result of adding this and the given distribution
• Sub(d): returns the result of subtracting this and the given distribution
• Scale(c): returns the result of scaling this distribution by the given constant

History

This is a ported version of freethenation's library