Question

Is there a package in Perl that allows you to compute the height of probability distribution at each given point. For example this can be done in R this way:

> dnorm(0, mean=4,sd=10)
> 0.03682701

Namely the probability of point x=0 falls into a normal distribution, with mean=4 and sd=10, is 0.0368.
I looked at Statistics::Distribution but it doesn’t give that very
function to do it.

Answer 1

Why not something along these lines (I am writing in R, but it could be done in perl with Statistics::Distribution):

dn <- function(x=0 # value
               ,mean=0 # mean 
               ,sd=1 # sd
               ,sc=10000 ## scale the precision
               ) {
  res <- (pnorm(x+1/sc, mean=mean, sd=sd)-pnorm(x, mean=mean, sd=sd))*sc
  res
}
> dn(0,4,10,10000)
0.03682709
> dn(2.02,2,.24)
1.656498

[edit:1] I should mention that this approximation can get pretty horrible at the far tails. it might or might not matter depending on your application.

[edit:2] @foolishbrat Turned the code into a function. The result should always be positive. Perhaps you are forgetting that in the perl module you mention the function returns the upper probability 1-F, and R returns F?

[edit: 3] fixed a copy and paste error.