Module OCamlR_mathSource

Access to the R math library.

Utilities

Sourceval pow : float -> float -> float

pow x y is the exponentiation of base x and power y.

Sourceval pow_di : float -> int -> float

pow x n is the exponentiation of base x and integer power n.

Random number generators

Sourceval norm_rand : unit -> float

Random variates from the standard normal distribution.

Sourceval unif_rand : unit -> float

Random variates from the uniform distribution, using * Marsaglia MultiCarry methodology for random number generation.

Sourceval exp_rand : unit -> float

Random variates from the standard exponential distribution.

Normal distribution

Sourceval dnorm : ?mean:float -> ?sd:float -> ?log:bool -> float -> float

dnorm ~mean:mu ~sd:sigma ~log:give_log x computes the density of the normal distribution.

  • parameter mean

    Mean of the normal distribution.

  • parameter sd

    Standard deviation of the normal distribution.

  • parameter log

    If true, returns the logarithm of the density.

Sourceval pnorm : ?mean:float -> ?sd:float -> ?lower_tail:bool -> ?logp:bool -> float -> float
Sourceval qnorm : ?mean:float -> ?sd:float -> ?lower_tail:bool -> ?logp:bool -> float -> float
Sourceval rnorm : ?mean:float -> ?sd:float -> unit -> float

Uniform distribution

Sourceval dunif : ?min:float -> ?max:float -> ?log:bool -> float -> float
Sourceval punif : ?min:float -> ?max:float -> ?lower_tail:bool -> ?logp:bool -> float -> float
Sourceval qunif : ?min:float -> ?max:float -> ?lower_tail:bool -> ?logp:bool -> float -> float
Sourceval runif : ?min:float -> ?max:float -> unit -> float

Gamma distribution

Sourceval dgamma : ?scale:float -> ?log:bool -> shape:float -> float -> float
Sourceval pgamma : ?scale:float -> ?lower_tail:bool -> ?logp:bool -> shape:float -> float -> float
Sourceval qgamma : ?scale:float -> ?lower_tail:bool -> ?logp:bool -> shape:float -> float -> float
Sourceval rgamma : ?scale:float -> float -> float
Sourceval logspace_add : float -> float -> float
Sourceval logspace_sub : float -> float -> float

Beta distribution

Sourceval dbeta : ?ncp:float -> ?log:bool -> a:float -> b:float -> float -> float
Sourceval pbeta : ?ncp:float -> ?lower_tail:bool -> ?logp:bool -> a:float -> b:float -> float -> float
Sourceval qbeta : ?ncp:float -> ?lower_tail:bool -> ?logp:bool -> a:float -> b:float -> float -> float
Sourceval rbeta : a:float -> b:float -> float

Lognormal distribution

Sourceval dlnorm : ?meanlog:float -> ?sdlog:float -> ?log:bool -> float -> float
Sourceval plnorm : ?meanlog:float -> ?sdlog:float -> ?lower_tail:bool -> ?logp:bool -> float -> float
Sourceval qlnorm : ?meanlog:float -> ?sdlog:float -> ?lower_tail:bool -> ?logp:bool -> float -> float
Sourceval rlnorm : ?meanlog:float -> ?sdlog:float -> unit -> float

Chi-squared distribution

Sourceval dchisq : ?ncp:float -> ?log:bool -> df:float -> float -> float
Sourceval pchisq : ?ncp:float -> ?lower_tail:bool -> ?logp:bool -> df:float -> float -> float
Sourceval qchisq : ?ncp:float -> ?lower_tail:bool -> ?logp:bool -> df:float -> float -> float
Sourceval rchisq : ?ncp:float -> float -> float

F distribution

Sourceval df : ?ncp:float -> ?log:bool -> df1:float -> df2:float -> float -> float
Sourceval pf : ?ncp:float -> ?lower_tail:bool -> ?logp:bool -> df1:float -> df2:float -> float -> float
Sourceval qf : ?ncp:float -> ?lower_tail:bool -> ?logp:bool -> df1:float -> df2:float -> float -> float
Sourceval rf : df1:float -> df2:float -> float

Student t distribution

Sourceval dt : ?ncp:float -> ?log:bool -> df:float -> float -> float
Sourceval pt : ?ncp:float -> ?lower_tail:bool -> ?logp:bool -> df:float -> float -> float
Sourceval qt : ?ncp:float -> ?lower_tail:bool -> ?logp:bool -> df:float -> float -> float
Sourceval rt : float -> float

Binomial distribution

Sourceval dbinom : ?log:bool -> size:float -> prob:float -> float -> float
Sourceval pbinom : ?lower_tail:bool -> ?logp:bool -> size:float -> prob:float -> float -> float
Sourceval qbinom : ?lower_tail:bool -> ?logp:bool -> size:float -> prob:float -> float -> float
Sourceval rbinom : size:float -> prob:float -> float

Cauchy distribution

Sourceval dcauchy : ?location:float -> ?scale:float -> ?log:bool -> float -> float
Sourceval pcauchy : ?location:float -> ?scale:float -> ?lower_tail:bool -> ?logp:bool -> float -> float
Sourceval qcauchy : ?location:float -> ?scale:float -> ?lower_tail:bool -> ?logp:bool -> float -> float
Sourceval rcauchy : ?location:float -> ?scale:float -> unit -> float

Exponential distribution

Sourceval dexp : ?rate:float -> ?log:bool -> float -> float
Sourceval pexp : ?rate:float -> ?lower_tail:bool -> ?logp:bool -> float -> float
Sourceval qexp : ?rate:float -> ?lower_tail:bool -> ?logp:bool -> float -> float
Sourceval rexp : ?rate:float -> unit -> float

Geometric distribution

Sourceval dgeom : ?log:bool -> prob:float -> float -> float
Sourceval pgeom : ?lower_tail:bool -> ?logp:bool -> prob:float -> float -> float
Sourceval qgeom : ?lower_tail:bool -> ?logp:bool -> prob:float -> float -> float
Sourceval rgeom : float -> float

Hypergeometric distribution

Sourceval dhyper : ?log:bool -> m:float -> n:float -> k:float -> float -> float
Sourceval phyper : ?lower_tail:bool -> ?logp:bool -> m:float -> n:float -> k:float -> float -> float
Sourceval qhyper : ?lower_tail:bool -> ?logp:bool -> m:float -> n:float -> k:float -> float -> float
Sourceval rhyper : m:float -> n:float -> k:float -> float

Negative binomial distribution

Sourceval dnbinom : ?log:bool -> size:float -> prob:float -> float -> float
Sourceval pnbinom : ?lower_tail:bool -> ?logp:bool -> size:float -> prob:float -> float -> float
Sourceval qnbinom : ?lower_tail:bool -> ?logp:bool -> size:float -> prob:float -> float -> float
Sourceval rnbinom : size:float -> prob:float -> float

Poisson distribution

Sourceval dpois : ?log:bool -> lambda:float -> float -> float
Sourceval ppois : ?lower_tail:bool -> ?logp:bool -> lambda:float -> float -> float
Sourceval qpois : ?lower_tail:bool -> ?logp:bool -> lambda:float -> float -> float
Sourceval rpois : float -> float

Weibull distribution

Sourceval dweibull : ?scale:float -> ?log:bool -> shape:float -> float -> float
Sourceval pweibull : ?scale:float -> ?lower_tail:bool -> ?logp:bool -> shape:float -> float -> float
Sourceval qweibull : ?scale:float -> ?lower_tail:bool -> ?logp:bool -> shape:float -> float -> float
Sourceval rweibull : ?scale:float -> float -> float

Logistic distribution

Sourceval dlogis : ?location:float -> ?scale:float -> ?log:bool -> float -> float
Sourceval plogis : ?location:float -> ?scale:float -> ?lower_tail:bool -> ?logp:bool -> float -> float
Sourceval qlogis : ?location:float -> ?scale:float -> ?lower_tail:bool -> ?logp:bool -> float -> float
Sourceval rlogis : ?location:float -> ?scale:float -> unit -> float

Studentized Range distribution

Sourceval ptukey : ?nranges:float -> ?lower_tail:bool -> ?logp:bool -> nmeans:float -> df:float -> float -> float
Sourceval qtukey : ?nranges:float -> ?lower_tail:bool -> ?logp:bool -> nmeans:float -> df:float -> float -> float

Wilcoxon Rank Sum distribution

Sourceval dwilcox : ?log:bool -> m:float -> n:float -> float -> float
Sourceval pwilcox : ?lower_tail:bool -> ?logp:bool -> m:float -> n:float -> float -> float
Sourceval qwilcox : ?lower_tail:bool -> ?logp:bool -> m:float -> n:float -> float -> float
Sourceval rwilcox : m:float -> n:float -> float

Wilcoxon Sign Rank distribution

Sourceval dsignrank : ?log:bool -> n:float -> float -> float
Sourceval psignrank : ?lower_tail:bool -> ?logp:bool -> n:float -> float -> float
Sourceval qsignrank : ?lower_tail:bool -> ?logp:bool -> n:float -> float -> float
Sourceval rsignrank : float -> float
Sourceval gammafn : float -> float
Sourceval lgammafn : float -> float
Sourceval psigamma : ?deriv:float -> float -> float
Sourceval digamma : float -> float
Sourceval trigamma : float -> float
Sourceval beta : a:float -> b:float -> float
Sourceval lbeta : a:float -> b:float -> float
Sourceval choose : n:float -> k:float -> float
Sourceval lchoose : n:float -> k:float -> float

Bessel functions

Sourceval bessel_i : ?expon_scaled:bool -> nu:float -> float -> float
Sourceval bessel_k : ?expon_scaled:bool -> nu:float -> float -> float
Sourceval bessel_j : x:float -> nu:float -> float
Sourceval bessel_y : x:float -> nu:float -> float

General support functions

Sourceval sign : float -> float
Sourceval ftrunc : float -> float
Sourceval fround : ?digits:int -> float -> float
Sourceval fsign : ?digits:int -> float -> float
Sourceval log1pmx : float -> float
Sourceval lgamma1p : float -> float