sample_statistics library

Utilities and functions for calculating sample statistics and generating random samples.

Classes

InvalidFunctionParameter
Stats<T extends num>
Provides access to basic statistical entities of a numerical random sample.

Extensions

Differentiation on NumericalFunction
Factorial on int
Adds the getter factorial.
FunctionTable on NumericalFunction
Extension providing the methods export and table.
Integration on NumericalFunction
Root on num
Extension on num providing the method root.
StatisticsUtils on List<T>

Constants

epsilon → const num
Small number used to ensure that a denominator is non-null.
invSqrt2 → const double
Constant: 1.0/sqrt(2).
invSqrt2Pi → const double
Constant: 1.0/(sqrt(2*pi)).
invSqrtPi → const double
Constant: 1.0/(sqrt(pi)).
sqrt2Pi → const double
Constant: sqrt(2.0*pi).
sqrtPi → const double
Square root of pi.

Properties

erf → MemoizedFunction<num, double>
Returns an approximation of the error function defined as:
final
erfc → MemoizedFunction<num, double>
Returns an approximation of the complementary error function defined as:
final
erfcx → MemoizedFunction<num, double>
Returns an approximation of the complementary scaled error function defined as:
final
erfTable Map<double, double>
Error function table. 30-digit precision.
final
erfx → MemoizedFunction<num, double>
Returns an approximation of the scaled error function defined as:
final
erfxTable Map<double, double>
Scaled error function table 30-digit precision.
final

Functions

dxErf(num x) double
Returns the first derivative of the error function.
expCdf(num x, num mean) double
Exponential cumulative probability density function with non-zero support over the interval (0, inf).
exponentialSample(int sampleSize, num mean, {int? seed}) List<double>
Returns a random sample of length sampleSize following an exponential distribution.
expPdf(num x, num mean) double
Exponential density function with non-zero support over the interval (0, inf).
meanTruncatedNormal(num xMin, num xMax, num meanOfParent, num stdDevOfParent) double
Returns the mean of a truncated normal distribution with minimum value xMin, maximum value xMax, and a parent normal distribution with mean meanOfParent, and standard deviation stdDevOfParent.
normalCdf(num x, num mean, num stdDev) double
Normal cumulative probability density function.
normalPdf(num x, num mean, num stdDev) double
Normal probability density function.
normalSample(int sampleSize, num mean, num stdDev, {num? xMin, num? xMax, int? seed}) List<double>
Returns a random sample with sampleSize elements following a normal distribution with parameters:
randomSample(int sampleSize, num xMin, num xMax, num yMax, ProbabilityDensity pdf, {int? seed}) List<double>
Returns a random sample with probability density probabilityDensity.
stdDevTruncatedNormal(num xMin, num xMax, num meanOfParent, num stdDevOfParent) double
Returns the standard deviation of a truncated normal distribution with minimum value xMin, maximum value xMax, and a parent normal distribution with mean meanOfParent, and standard deviation stdDevOfParent.
stdNormalCdf(num x) double
Standard normal cumulative probability distribution.
stdNormalPdf(num x) double
Standard normal probability density function (with a mean of zero and a standard deviation equal to one) .
triangularCdf(num x, num xMin, num xMax) double
Triangular cumulative probability density function with non-zero support over the interval (xMin, xMax).
triangularInvCdf(num p, num xMin, num xMax) double
Triangular inverse cumulative probability density function with non-zero support over the interval (xMin, xMax).
triangularPdf(num x, num xMin, num xMax) double
Triangular probability density function with non-zero support over the interval (xMin, xMax).
triangularSample(int sampleSize, num xMin, num xMax, {int? seed}) List<double>
Returns a random sample following a symmetric triangular distribution with non-zero support over the range xMin ... xMax.
truncatedNormalCdf(num x, num xMin, num xMax, num meanOfParent, num stdDevOfParent) double
Truncated normal cumulative probability density function
truncatedNormalPdf(num x, num xMin, num xMax, num meanOfParent, num stdDevOfParent) double
Truncated normal probability density function
truncatedNormalSample(int sampleSize, num xMin, num xMax, num meanOfParent, num stdDevOfParent, {int? seed}) List<double>
Returns a random sample containing sampleSize elements following a truncated normal distribution with:
truncatedNormalToNormal(num xMin, num xMax, num meanTruncatedNormal, num stdDevTruncatedNormal, {num stdDevMin = 0.1, num stdDevMax = 5}) Future<Map<String, num>>
Returns a Future<Map<String, num>> containing the mean and standard deviation of the parent distribution of a truncated normal distribution with:
uniformCdf(num x, num xMin, num xMax) double
Uniform cumulative probability density function with non-zero support over the interval (xMin, xMax).
uniformPdf(num x, num xMin, num xMax) double
Uniform probability density function with non-zero support over the interval (xMin, xMax).
uniformSample(int sampleSize, num xMin, num xMax, {int? seed}) List<double>
Returns a random sample following a uniform distribution with non-zero support over the range xMin ... xMax.

Typedefs

NumericalFunction = double Function(num)
Typedef of a function with a single positional parameter of type T extends num and return type T.
ProbabilityDensity = double Function(num x)
A probability density function.