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2 changes: 2 additions & 0 deletions .gitignore
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@@ -1,3 +1,5 @@
.DS_Store
node_modules
npm-debug.log
dist/
lib/
51 changes: 25 additions & 26 deletions README.md
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Expand Up @@ -41,8 +41,6 @@ const exp = stochastic.exp(20);

## API

<!-- Generated by documentation.js. Update this documentation by updating the source code. -->

### poissP

Returns an array with the times of each arrival in a [Poisson Process](http://en.wikipedia.org/wiki/Poisson_process) with rate `lambda` until time `T`.
Expand All @@ -57,9 +55,9 @@ over the course of a standard 261 work-day year

**Parameters**

- `lambda` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** (rate) (optional, default `0`)
- `T` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** time as positive number (optional, default `0`)
- `path` **[boolean](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Boolean)** (optional, default `true`)
- `lambda` **\[[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)](default 0)** (rate)
- `T` **\[[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)](default 0)** time as positive number
- `path` **\[[boolean](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Boolean)]** (optional, default `true`)

**Examples**

Expand All @@ -79,8 +77,8 @@ Returns the average.

**Parameters**

- `data`
- `values` **[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)>**
- `data`

**Examples**

Expand All @@ -92,36 +90,37 @@ Returns **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Refer

### mode

Returns the mode.
Returns the mode (the most frequent value) from an array of numbers.

**Parameters**

- `data`
- `values` **[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)>**
- `values` **[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)>** An array of numbers.

**Examples**

```javascript
const mode = stochastic.mode([1, 2, 3]);
```

Returns **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** mode
Returns **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** The mode of the input array.

### std

Returns the standard deviation.

**Parameters**

- `values` **[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)>**
- `values` **[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)>** The array of values to calculate the standard deviation for.

**Examples**

```javascript
const std = stochastic.std([2, 3, 4, 4, 4, 5, 6]);
```

Returns **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** standard deviation as positive number
- Throws **[Error](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Error)** If the input array is empty or contains non-numeric values.

Returns **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** The standard deviation as a positive number.

### summary

Expand All @@ -141,22 +140,22 @@ Returns **[object](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Refer

### mock

Returns a mock data set that uses the same standard deviation and average.
Returns a mock data set with the same mean and standard deviation as the input data.

![norm](out/mock.png)

**Parameters**

- `values` **[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)>**
- `num` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** a positive integer (optional, default `1`)
- `num` **\[[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)]** A positive integer representing the length of the mock data set to generate. (optional, default `1`)

**Examples**

```javascript
const mock = stochastic.mock(stochastic.norm(1, 1, 100));
```

Returns **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** standard deviation as positive number
Returns **[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)>** An array of mock data generated with the same mean and standard deviation as the input data.

### rsn

Expand All @@ -168,15 +167,15 @@ Returns the Skew-Normal (SN) probability distribution.
- `n` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)**
- `location` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)**
- `scale` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)**
- `shape` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** 0 is the normal distribution (optional, default `/*: number */0`)
- `shape` **\[[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)](default 0)** 0 is the normal distribution

**Examples**

```javascript
const rsn = stochastic.rsn(10000, 1.256269, 1.605681, 5);
```

Returns **[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)>** average
Returns **[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)>** array of n numbers generated from the SN distribution

### norm

Expand All @@ -186,9 +185,9 @@ Returns an array with `num` normal random variables in a [normal distribution](h

**Parameters**

- `mu` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** the mean or expectation of the distribution (and also its median and mode) (optional, default `1`)
- `sigma` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** standard deviation as positive number (optional, default `0`)
- `num` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** a positive integer (optional, default `1`)
- `mu` **\[[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)](default 1)** the mean or expectation of the distribution (and also its median and mode)
- `sigma` **\[[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)](default 0)** standard deviation as positive number
- `num` **\[[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)]** a positive integer (optional, default `1`)
- `xi`

**Examples**
Expand All @@ -211,7 +210,7 @@ Returns an array corresponding to the path of [Brownian motion](http://en.wikipe
- `sigma` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** volatility parameter (strictly positive real)
- `T` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** time (strictly positive real)
- `steps` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** (positive integer)
- `path` **[boolean](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Boolean)** (optional, default `true`)
- `path` **\[[boolean](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Boolean)]** (optional, default `true`)

**Examples**

Expand All @@ -234,7 +233,7 @@ Returns an array corresponding to the path of [geometric Brownian motion](http:/
- `sigma` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** volatility parameter (strictly positive real)
- `T` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** time (strictly positive real)
- `steps` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** (positive integer)
- `path` **[boolean](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Boolean)** (optional, default `true`)
- `path` **\[[boolean](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Boolean)]** (optional, default `true`)

**Examples**

Expand All @@ -255,7 +254,7 @@ Returns an array with the states at each step of the [discrete-time Markov Chain
- `transMatrix` **[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)>>**
- `steps` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** (positive integer)
- `start` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)**
- `path` **[boolean](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Boolean)** (optional, default `true`)
- `path` **\[[boolean](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Boolean)](default true)**

**Examples**

Expand Down Expand Up @@ -292,7 +291,7 @@ Returns an object with the {key:value} pair {time:state} at each step of the [co
- `transMatrix` **[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[Array](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Array)&lt;[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)>>**
- `T` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)**
- `start` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)**
- `path` **[boolean](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Boolean)** (optional, default `true`)
- `path` **\[[boolean](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Boolean)]** (optional, default `true`)

**Examples**

Expand Down Expand Up @@ -325,7 +324,7 @@ Generates an exponential random variable with rate parameter `lambda`.

**Parameters**

- `lambda` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** (positive) (optional, default `1`)
- `lambda` **\[[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)](default 1)** (positive)

**Examples**

Expand All @@ -341,9 +340,9 @@ Generates a Pareto random variables with parameters `x_m` and `alpha`.

**Parameters**

- `x_a` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** (positive)
- `x_m`
- `alpha` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)**
- `x_a` **[number](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Number)** (positive)

**Examples**

Expand Down
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