small standalone normal distribution pdf, cdf icdf (quantile) and truncated average

• Example • Why • API • License

import {icdf, cdf} from 'norm-dist'
import pdf from 'norm-dist/pdf.js' //same as normDist.pdf
var quartile = icdf(0.25)
    probability = pdf(quartile),
    cummulative = cdf(quartile) // => 0.25
    interQuartileAverage = cdf(-quartile, quartile) // => 0

This are usually incorporated into large monolitic libraries. Many times, only this is needed.

• .pdf(number) => number z to probability
• .cdf(number) => number z to cummulative probability
• .intE(z0, z1) => number average of a truncated interval
• .icdf(number=Math.random()) => number probability to z, 0 <= p <= 1 using the Acklam approximation
• .Z(number=Math.random()) => number probability to z, 0 <= p <= 1 using the faster Voutier approximation for random variables

All 4 functions are also available directly in standalone files(require('normDist').intE === require('normDist/intE'))

Released under the MIT License