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193 changes: 193 additions & 0 deletions lib/node_modules/@stdlib/stats/base/dists/wald/README.md
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# Wald

> Wald distribution.

<section class="usage">

## Usage

```javascript
var wald = require( '@stdlib/stats/base/dists/wald' );
```

#### wald

[Wald][wald-distribution] (inverse Gaussian) distribution.

```javascript
var dist = wald;
// returns {...}
```

The namespace contains the following distribution functions:

<!-- <toc pattern="*+(cdf|pdf|mgf|quantile)*"> -->

<div class="namespace-toc">

- <span class="signature">[`cdf( x, mu, lambda )`][@stdlib/stats/base/dists/wald/cdf]</span><span class="delimiter">: </span><span class="description">Wald distribution cumulative distribution function.</span>
- <span class="signature">[`logcdf( x, mu, lambda )`][@stdlib/stats/base/dists/wald/logcdf]</span><span class="delimiter">: </span><span class="description">Wald distribution natural logarithm of cumulative distribution function.</span>
- <span class="signature">[`logpdf( x, mu, lambda )`][@stdlib/stats/base/dists/wald/logpdf]</span><span class="delimiter">: </span><span class="description">Wald distribution natural logarithm of probability density function (PDF).</span>
- <span class="signature">[`mgf( t, mu, lambda )`][@stdlib/stats/base/dists/wald/mgf]</span><span class="delimiter">: </span><span class="description">Wald distribution moment-generating function (MGF).</span>
- <span class="signature">[`pdf( x, mu, lambda )`][@stdlib/stats/base/dists/wald/pdf]</span><span class="delimiter">: </span><span class="description">Wald distribution probability density function (PDF).</span>
- <span class="signature">[`quantile( p, mu, lambda )`][@stdlib/stats/base/dists/wald/quantile]</span><span class="delimiter">: </span><span class="description">Wald distribution quantile function.</span>

</div>

<!-- </toc> -->

The namespace contains the following functions for calculating distribution properties:

<!-- <toc pattern="*+(kurtosis|mean|mode|skewness|stdev|variance)*"> -->

<div class="namespace-toc">

- <span class="signature">[`kurtosis( mu, lambda )`][@stdlib/stats/base/dists/wald/kurtosis]</span><span class="delimiter">: </span><span class="description">Wald distribution excess kurtosis.</span>
- <span class="signature">[`mean( mu, lambda )`][@stdlib/stats/base/dists/wald/mean]</span><span class="delimiter">: </span><span class="description">Wald distribution expected value.</span>
- <span class="signature">[`mode( mu, lambda )`][@stdlib/stats/base/dists/wald/mode]</span><span class="delimiter">: </span><span class="description">Wald distribution mode.</span>
- <span class="signature">[`skewness( mu, lambda )`][@stdlib/stats/base/dists/wald/skewness]</span><span class="delimiter">: </span><span class="description">Wald distribution skewness.</span>
- <span class="signature">[`stdev( mu, lambda )`][@stdlib/stats/base/dists/wald/stdev]</span><span class="delimiter">: </span><span class="description">Wald distribution standard deviation.</span>
- <span class="signature">[`variance( mu, lambda )`][@stdlib/stats/base/dists/wald/variance]</span><span class="delimiter">: </span><span class="description">Wald distribution variance.</span>

</div>

<!-- </toc> -->

</section>

<!-- /.usage -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var wald = require( '@stdlib/stats/base/dists/wald' );

/*
* The Wald (inverse Gaussian) distribution is parameterized by mean `mu` and shape parameter `lambda`.
*/

var mu = 20.0;
var lambda = 60.0;

// Compute the mean:
var m = wald.mean( mu, lambda );
// returns 20.0

// Compute the mode:
var md = wald.mode( mu, lambda );
// returns ~12.361

// Compute the variance:
var s2 = wald.variance( mu, lambda );
// returns ~133.333

// Compute the standard deviation:
var sigma = wald.stdev( mu, lambda );
// returns ~11.547

// Compute the skewness:
var skew = wald.skewness( mu, lambda );
// returns ~1.732

// Compute the excess kurtosis:
var kappa = wald.kurtosis( mu, lambda );
// returns 5.0

// Evaluate the PDF at x = 20.0:
var y = wald.pdf( 20.0, mu, lambda );
// returns ~0.0345

// Evaluate the CDF at x = 20.0:
var p = wald.cdf( 20.0, mu, lambda );
// returns ~0.607

// Evaluate the logPDF at x = 20.0:
var ly = wald.logpdf( 20.0, mu, lambda );
// returns ~-3.365

// Evaluate the logCDF at x = 20.0:
var lp = wald.logcdf( 20.0, mu, lambda );
// returns ~-0.499

// Compute the 50th percentile:
var q = wald.quantile( 0.5, mu, lambda );
// returns ~17.193

// Evaluate the MGF at t = 0.01:
var m0 = wald.mgf( 0.01, mu, lambda );
// returns ~1.23
```

</section>

<!-- /.examples -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

</section>

<!-- /.related -->

<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="links">

[wald-distribution]: https://en.wikipedia.org/wiki/Inverse_Gaussian_distribution

<!-- <toc-links> -->

[@stdlib/stats/base/dists/wald/kurtosis]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/wald/kurtosis

[@stdlib/stats/base/dists/wald/mean]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/wald/mean

[@stdlib/stats/base/dists/wald/mode]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/wald/mode

[@stdlib/stats/base/dists/wald/skewness]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/wald/skewness

[@stdlib/stats/base/dists/wald/stdev]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/wald/stdev

[@stdlib/stats/base/dists/wald/variance]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/wald/variance

[@stdlib/stats/base/dists/wald/cdf]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/wald/cdf

[@stdlib/stats/base/dists/wald/logcdf]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/wald/logcdf

[@stdlib/stats/base/dists/wald/logpdf]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/wald/logpdf

[@stdlib/stats/base/dists/wald/mgf]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/wald/mgf

[@stdlib/stats/base/dists/wald/pdf]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/wald/pdf

[@stdlib/stats/base/dists/wald/quantile]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/wald/quantile

<!-- </toc-links> -->

</section>

<!-- /.links -->
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