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Merge branch 'develop' of https://github.com/stdlib-js/stdlib into develop
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‎lib/node_modules/@stdlib/math/base/dist/arcsine/ctor/README.md‎

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#### Arcsine( \[a, b\] )
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Returns a [arcsine][arcsine] distribution object.
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Returns an [arcsine][arcsine] distribution object.
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``` javascript
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var arcsine = new Arcsine();
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## arcsine
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A [arcsine][arcsine] distribution object has the following properties and methods...
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An [arcsine][arcsine] distribution object has the following properties and methods...
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### Writable Properties
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#### arcsine.a
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First shape parameter of the distribution. `a` __must__ be a number smaller than `b`.
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Minimum support of the distribution. `a` __must__ be a number smaller than `b`.
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``` javascript
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var arcsine = new Arcsine();
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#### arcsine.b
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Second shape parameter of the distribution. `b` __must__ be a number larger than `a`.
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Maximum support of the distribution. `b` __must__ be a number larger than `a`.
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``` javascript
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var arcsine = new Arcsine( 2.0, 4.0 );

‎lib/node_modules/@stdlib/math/base/dist/invgamma/ctor/README.md‎

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# Inverse Gamma
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> Inverse gamma distribution constructor.
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<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->
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<section class="intro">
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</section>
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<!-- /.intro -->
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<!-- Package usage documentation. -->
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<section class="usage">
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## Usage
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``` javascript
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var InvGamma = require( '@stdlib/math/base/dist/invgamma/ctor' );
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```
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#### InvGamma( \[alpha, beta\] )
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Returns an [inverse gamma][invgamma] distribution object.
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``` javascript
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var invgamma = new InvGamma();
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var mode = invgamma.mode;
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// returns 0.5
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```
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By default, `alpha = 1.0` and `beta = 1.0`. To create a distribution having a different `alpha` (shape parameter) and `beta` (rate parameter), provide parameter values.
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``` javascript
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var invgamma = new InvGamma( 2.0, 4.0 );
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var mu = invgamma.mean;
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// returns 4.0
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```
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---
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## invgamma
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An [inverse gamma][invgamma] distribution object has the following properties and methods...
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### Writable Properties
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#### invgamma.alpha
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Shape parameter of the distribution. `alpha` __must__ be a positive number.
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``` javascript
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var invgamma = new InvGamma();
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var alpha = invgamma.alpha
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// returns 1.0
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invgamma.alpha = 3.0;
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alpha = invgamma.alpha;
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// returns 3.0
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```
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#### invgamma.beta
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Rate parameter of the distribution. `beta` __must__ be a positive number.
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``` javascript
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var invgamma = new InvGamma( 2.0, 4.0 );
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var b = invgamma.beta
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// returns 4.0
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invgamma.beta = 3.0;
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b = invgamma.beta;
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// returns 3.0
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```
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---
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### Computed Properties
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#### InvGamma.prototype.kurtosis
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Returns the [excess kurtosis][kurtosis].
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``` javascript
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var invgamma = new InvGamma( 6.0, 12.0 );
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var kurtosis = invgamma.kurtosis;
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// returns 19.0
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```
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#### InvGamma.prototype.mean
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Returns the [expected value][expected-value].
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``` javascript
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var invgamma = new InvGamma( 4.0, 12.0 );
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var mu = invgamma.mean;
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// returns 4.0
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```
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#### InvGamma.prototype.mode
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Returns the [mode][mode].
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``` javascript
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var invgamma = new InvGamma( 4.0, 12.0 );
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var mode = invgamma.mode;
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// returns 2.4
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```
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#### InvGamma.prototype.skewness
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Returns the [skewness][skewness].
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``` javascript
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var invgamma = new InvGamma( 4.0, 12.0 );
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var skewness = invgamma.skewness;
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// returns ~5.657
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```
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#### InvGamma.prototype.variance
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Returns the [variance][variance].
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``` javascript
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var invgamma = new InvGamma( 4.0, 12.0 );
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var s2 = invgamma.variance;
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// returns 8.0
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```
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---
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### Methods
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#### InvGamma.prototype.cdf( x )
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Evaluates the [cumulative distribution function][cdf] (CDF).
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``` javascript
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var invgamma = new InvGamma( 2.0, 4.0 );
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var y = invgamma.cdf( 0.5 );
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// returns ~0.003
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```
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#### InvGamma.prototype.pdf( x )
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Evaluates the [probability density function][pdf] (PDF).
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``` javascript
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var invgamma = new InvGamma( 2.0, 4.0 );
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var y = invgamma.pdf( 0.8 );
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// returns ~0.211
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```
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#### InvGamma.prototype.quantile( p )
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Evaluates the [quantile function][quantile-function] at probability `p`.
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``` javascript
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var invgamma = new InvGamma( 2.0, 4.0 );
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var y = invgamma.quantile( 0.5 );
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// returns ~2.383
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y = quantile( 1.9 );
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// returns NaN
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```
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</section>
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<!-- /.usage -->
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<!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="notes">
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</section>
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<!-- /.notes -->
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<!-- Package usage examples. -->
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---
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<section class="examples">
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## Examples
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``` javascript
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var InvGamma = require( '@stdlib/math/base/dist/invgamma/ctor' );
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var invgamma = new InvGamma( 3.0, 4.0 );
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var mu = invgamma.mean;
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// returns 2.0
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var mode = invgamma.mode;
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// returns 1.0
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var s2 = invgamma.variance;
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// returns 4.0
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var y = invgamma.cdf( 0.8 );
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// returns ~0.125
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```
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</section>
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<!-- /.examples -->
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<!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="references">
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</section>
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<!-- /.references -->
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<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="links">
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[invgamma]: https://en.wikipedia.org/wiki/Inverse_Gamma_distribution
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[cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function
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[pdf]: https://en.wikipedia.org/wiki/Probability_density_function
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[quantile-function]: https://en.wikipedia.org/wiki/Quantile_function
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[expected-value]: https://en.wikipedia.org/wiki/Expected_value
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[kurtosis]: https://en.wikipedia.org/wiki/Kurtosis
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[mode]: https://en.wikipedia.org/wiki/Mode_%28statistics%29
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[skewness]: https://en.wikipedia.org/wiki/Skewness
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[variance]: https://en.wikipedia.org/wiki/Variance
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</section>
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<!-- /.links -->

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