StatsFuns.jl

Mathematical functions related to statistics.

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

Constants

twoπ,       # 2π
fourπ,      # 4π
halfπ,      # π / 2
quartπ,     # π / 4
invπ,       # 1 / π
twoinvπ,    # 2 / π
fourinvπ,   # 4 / π
inv2π,      # 1 / (2π)
inv4π,      # 1 / (4π)
sqrt2,      # √2
sqrt3,      # √3
sqrtπ,      # √π
sqrt2π,     # √2π
sqrt4π,     # √4π
sqrthalfπ,  # √(π / 2)
invsqrt2,   # 1 / √2
invsqrt2π,  # 1 / √2π
loghalf,    # log(1 / 2)
logtwo,     # log(2)
logπ,       # log(π)
log2π,      # log(2π)
log4π,      # log(4π)

Basic Functions

# basicfuns
xlogx,          # x * log(x) for x > 0, or 0 when x == 0
xlogy,          # x * log(y) for x > 0, or 0 when x == 0
logistic,       # 1 / (1 + exp(-x))
logit,          # log(x / (1 - x))
log1psq,        # log(1 + x^2)
log1pexp,       # log(1 + exp(x))
log1mexp,       # log(1 - exp(x))
log2mexp,       # log(2 - exp(x))
logexpm1,       # log(exp(x) - 1)
softplus,       # alias of log1pexp
invsoftplus,    # alias of logexpm1
log1pmx,        # log(1 + x) - x
logmxp1,        # log(x) - x + 1
logsumexp,      # log(exp(x) + exp(y)) or log(sum(exp(x)))
softmax,        # exp(x_i) / sum(exp(x)), for i
softmax!,       # inplace softmax

# misc
logmvgamma,     # logarithm of multivariate gamma function
lstirling_asym

Distribution-related functions

# distrs/beta
betapdf,            # pdf of beta distribution
betalogpdf,         # logpdf of beta distribution
betacdf,            # cdf of beta distribution
betaccdf,           # ccdf of beta distribution
betalogcdf,         # logcdf of beta distribution
betalogccdf,        # logccdf of beta distribution
betainvcdf,         # inverse-cdf of beta distribution
betainvccdf,        # inverse-ccdf of beta distribution
betainvlogcdf,      # inverse-logcdf of beta distribution
betainvlogccdf,     # inverse-logccdf of beta distribution

# distrs/binom
binompdf,           # pdf of binomial distribution
binomlogpdf,        # logpdf of binomial distribution
binomcdf,           # cdf of binomial distribution
binomccdf,          # ccdf of binomial distribution
binomlogcdf,        # logcdf of binomial distribution
binomlogccdf,       # logccdf of binomial distribution
binominvcdf,        # inverse-cdf of binomial distribution
binominvccdf,       # inverse-ccdf of binomial distribution
binominvlogcdf,     # inverse-logcdf of binomial distribution
binominvlogccdf,    # inverse-logccdf of binomial distribution

# distrs/chisq
chisqpdf,           # pdf of chi-square distribution
chisqlogpdf,        # logpdf of chi-square distribution
chisqcdf,           # cdf of chi-square distribution
chisqccdf,          # ccdf of chi-square distribution
chisqlogcdf,        # logcdf of chi-square distribution
chisqlogccdf,       # logccdf of chi-square distribution
chisqinvcdf,        # inverse-cdf of chi-square distribution
chisqinvccdf,       # inverse-ccdf of chi-square distribution
chisqinvlogcdf,     # inverse-logcdf of chi-square distribution
chisqinvlogccdf,    # inverse-logccdf of chi-square distribution

# distrs/fdist
fdistpdf,           # pdf of F distribution
fdistlogpdf,        # logpdf of F distribution
fdistcdf,           # cdf of F distribution
fdistccdf,          # ccdf of F distribution
fdistlogcdf,        # logcdf of F distribution
fdistlogccdf,       # logccdf of F distribution
fdistinvcdf,        # inverse-cdf of F distribution
fdistinvccdf,       # inverse-ccdf of F distribution
fdistinvlogcdf,     # inverse-logcdf of F distribution
fdistinvlogccdf,    # inverse-logccdf of F distribution

# distrs/gamma
gammapdf,           # pdf of gamma distribution
gammalogpdf,        # logpdf of gamma distribution
gammacdf,           # cdf of gamma distribution
gammaccdf,          # ccdf of gamma distribution
gammalogcdf,        # logcdf of gamma distribution
gammalogccdf,       # logccdf of gamma distribution
gammainvcdf,        # inverse-cdf of gamma distribution
gammainvccdf,       # inverse-ccdf of gamma distribution
gammainvlogcdf,     # inverse-logcdf of gamma distribution
gammainvlogccdf,    # inverse-logccdf of gamma distribution

# distrs/hyper
hyperpdf,           # pdf of hypergeometric distribution
hyperlogpdf,        # logpdf of hypergeometric distribution
hypercdf,           # cdf of hypergeometric distribution
hyperccdf,          # ccdf of hypergeometric distribution
hyperlogcdf,        # logcdf of hypergeometric distribution
hyperlogccdf,       # logccdf of hypergeometric distribution
hyperinvcdf,        # inverse-cdf of hypergeometric distribution
hyperinvccdf,       # inverse-ccdf of hypergeometric distribution
hyperinvlogcdf,     # inverse-logcdf of hypergeometric distribution
hyperinvlogccdf,    # inverse-logccdf of hypergeometric distribution

# distrs/nbeta
nbetapdf,           # pdf of noncentral beta distribution
nbetalogpdf,        # logpdf of noncentral beta distribution
nbetacdf,           # cdf of noncentral beta distribution
nbetaccdf,          # ccdf of noncentral beta distribution
nbetalogcdf,        # logcdf of noncentral beta distribution
nbetalogccdf,       # logccdf of noncentral beta distribution
nbetainvcdf,        # inverse-cdf of noncentral beta distribution
nbetainvccdf,       # inverse-ccdf of noncentral beta distribution
nbetainvlogcdf,     # inverse-logcdf of noncentral beta distribution
nbetainvlogccdf,    # inverse-logccdf of noncentral beta distribution

# distrs/nbinom
nbinompdf,           # pdf of negative nbinomial distribution
nbinomlogpdf,        # logpdf of negative nbinomial distribution
nbinomcdf,           # cdf of negative nbinomial distribution
nbinomccdf,          # ccdf of negative nbinomial distribution
nbinomlogcdf,        # logcdf of negative nbinomial distribution
nbinomlogccdf,       # logccdf of negative nbinomial distribution
nbinominvcdf,        # inverse-cdf of negative nbinomial distribution
nbinominvccdf,       # inverse-ccdf of negative nbinomial distribution
nbinominvlogcdf,     # inverse-logcdf of negative nbinomial distribution
nbinominvlogccdf,    # inverse-logccdf of negative nbinomial distribution

# distrs/nchisq
nchisqpdf,           # pdf of noncentral chi-square distribution
nchisqlogpdf,        # logpdf of noncentral chi-square distribution
nchisqcdf,           # cdf of noncentral chi-square distribution
nchisqccdf,          # ccdf of noncentral chi-square distribution
nchisqlogcdf,        # logcdf of noncentral chi-square distribution
nchisqlogccdf,       # logccdf of noncentral chi-square distribution
nchisqinvcdf,        # inverse-cdf of noncentral chi-square distribution
nchisqinvccdf,       # inverse-ccdf of noncentral chi-square distribution
nchisqinvlogcdf,     # inverse-logcdf of noncentral chi-square distribution
nchisqinvlogccdf,    # inverse-logccdf of noncentral chi-square distribution

# distrs/nfdist
nfdistpdf,           # pdf of noncentral F distribution
nfdistlogpdf,        # logpdf of noncentral F distribution
nfdistcdf,           # cdf of noncentral F distribution
nfdistccdf,          # ccdf of noncentral F distribution
nfdistlogcdf,        # logcdf of noncentral F distribution
nfdistlogccdf,       # logccdf of noncentral F distribution
nfdistinvcdf,        # inverse-cdf of noncentral F distribution
nfdistinvccdf,       # inverse-ccdf of noncentral F distribution
nfdistinvlogcdf,     # inverse-logcdf of noncentral F distribution
nfdistinvlogccdf,    # inverse-logccdf of noncentral F distribution

# distrs/norm
normpdf,            # pdf of normal distribution
normlogpdf,         # logpdf of normal distribution
normcdf,            # cdf of normal distribution
normccdf,           # ccdf of normal distribution
normlogcdf,         # logcdf of normal distribution
normlogccdf,        # logccdf of normal distribution
norminvcdf,         # inverse-cdf of normal distribution
norminvccdf,        # inverse-ccdf of normal distribution
norminvlogcdf,      # inverse-logcdf of normal distribution
norminvlogccdf,     # inverse-logccdf of normal distribution

# distrs/ntdist
ntdistpdf,           # pdf of noncentral t distribution
ntdistlogpdf,        # logpdf of noncentral t distribution
ntdistcdf,           # cdf of noncentral t distribution
ntdistccdf,          # ccdf of noncentral t distribution
ntdistlogcdf,        # logcdf of noncentral t distribution
ntdistlogccdf,       # logccdf of noncentral t distribution
ntdistinvcdf,        # inverse-cdf of noncentral t distribution
ntdistinvccdf,       # inverse-ccdf of noncentral t distribution
ntdistinvlogcdf,     # inverse-logcdf of noncentral t distribution
ntdistinvlogccdf,    # inverse-logccdf of noncentral t distribution

# distrs/pois
poispdf,           # pdf of Poisson distribution
poislogpdf,        # logpdf of Poisson distribution
poiscdf,           # cdf of Poisson distribution
poisccdf,          # ccdf of Poisson distribution
poislogcdf,        # logcdf of Poisson distribution
poislogccdf,       # logccdf of Poisson distribution
poisinvcdf,        # inverse-cdf of Poisson distribution
poisinvccdf,       # inverse-ccdf of Poisson distribution
poisinvlogcdf,     # inverse-logcdf of Poisson distribution
poisinvlogccdf,    # inverse-logccdf of Poisson distribution

# distrs/tdist
tdistpdf,           # pdf of student's t distribution
tdistlogpdf,        # logpdf of student's t distribution
tdistcdf,           # cdf of student's t distribution
tdistccdf,          # ccdf of student's t distribution
tdistlogcdf,        # logcdf of student's t distribution
tdistlogccdf,       # logccdf of student's t distribution
tdistinvcdf,        # inverse-cdf of student's t distribution
tdistinvccdf,       # inverse-ccdf of student's t distribution
tdistinvlogcdf,     # inverse-logcdf of student's t distribution
tdistinvlogccdf,    # 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.