KStat

KStat is a small library for various statistical operations and probability distributions. This library is written to primarily support Kotlin and currently non-existing libraries for statistical operations. Furthermore, it provides a lightweight alternative to other libraries.

Features

Ranges

Ranges are used to represent certain values or results of operations. In particular, they are used to represent the result of a probability density function, cumulative distribution function, quantile function, etc. The following ranges are available:

• Range(min: Double, max: Double) - Represents a range of values from min (inclusive) to max (exclusive).
• DiscreteRange(vararg values: Double) - Represents a discrete range (list) of values.
• ContinuousRange(vararg values: Double) - Represents a continuous range (list) of values.
• SingularRange(value: Double) - Represents a single value as a range.

Probability Distributions

All distributions offer the following methods:

• getSeed(): Int - Returns the seed used for the random number generator
• isDiscrete(): Boolean - Returns whether the distribution is discrete or not
• isContinuous(): Boolean - Returns whether the distribution is continuous or not
• sample(): Double - Returns a random sample from the distribution
• sample(n: Int): DoubleArray - Returns an array of n random samples from the distribution
• pdf(x: Double): IRange - Returns the probability density function evaluated at x
• cdf(x: Double): IRange - Returns the cumulative distribution function evaluated at x
• quantile(p: Double): IRange - Returns the quantile function evaluated at p
• mean(): Double - Returns the mean of the distribution
• variance(): Double - Returns the variance of the distribution
• stddev(): Double - Returns the standard deviation of the distribution
• skewness(): Double - Returns the skewness of the distribution
• kurtosis(): Double - Returns the kurtosis of the distribution
• entropy(): Double - Returns the entropy of the distribution
• median(): IRange - Returns the median of the distribution
• mode(): IRange - Returns the mode of the distribution
• mad(): Double - Returns the mean absolute deviation of the distribution
• moment(n: Int): Double - Returns the n-th moment of the distribution
• mgf(): (Int) -> Double - Returns the moment generating function of the distribution

Discrete Distributions:

• Bernoulli - BernoulliDistribution(p: Double, seed: Int)
• Binomial - BinomialDistribution(n: Int, p: Double)
• Poisson - PoissonDistribution(rate: Int)

Continuous Distributions:

• Normal - NormalDistribution(mean: Double, stddev: Double, seed: Int)
• Uniform - UniformDistribution(min: Double, max: Double, seed: Int)
• Exponential - ExponentialDistribution(lambda: Double, seed: Int)
• Gamma - GammaDistribution(alpha: Double, beta: Double, seed: Int)
• Weibull - WeibullDistribution(lambda: Double, k: Double, seed: Int)

Documentation

The documentation can be found here. Please note that this page is a work in progress and will be updated regularly.

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