propeller.tools.distributions
Functions to calculate distribution.
cdf-norm
(cdf-norm {:keys [x mu sigma], :or {mu 0, sigma 1}})Parameters: {:keys x mu sigma} Returns the value of the Normal Cumulative Distribution Function at a particular value x. If no distributional parameters are provided, defaults to the Standard Normal CDF. Accepts an argument map with keys :x, and optionally :mu and :sigma.
pdf-norm
(pdf-norm {:keys [x mu sigma], :or {mu 0, sigma 1}})Returns the value of the Normal Probability Distribution Function at a particular value x. If no distributional parameters are provided, defaults to the Standard Normal PDF. Accepts an argument map with keys :x, and optionally :mu and :sigma.
quant-norm
(quant-norm {:keys [p mu sigma], :or {mu 0, sigma 1}})For a given probability p, returns the corresponding value of the quantile function (i.e. the inverse Cumulative Distribution Function). If no distributional parameters are provided, defaults to Standard Normal quantiles. Accepts an argument map with keys :p, and optionally :mu and :sigma.
rand-norm
(rand-norm {:keys [n mu sigma], :or {n 1, mu 0, sigma 1}})Generates n Normally-distributed random variables with given mean and standard deviation. If no parameters are provided, defaults to a single random observation from a Standard Normal distribution. Accepts an argument map with optional keys :n, :mu, and :sigma.