Q:

Why embed the JavaScript class in an anonymous function() call?

I was reading about the new JavaScript-like language from Microsoft called TypeScript. In the playground (example section), there is a simple class in TypeScript syntax converted to JavaScript code. Coming from a Java programming background, it was interesting for me to learn how OOP is done in JavaScript as compiled from TypeScript.
The TypeScript code:
class Greeter {
    greeting: string;
    constructor (message: string) {
        this.greeting = message;
    }
    greet() {
        return "Hello, " + this.greeting;
    }
}   

var greeter = new Greeter("world");

var button = document.createElement('button')
button.innerText = "Say Hello"
button.onclick = function() {
    alert(greeter.greet())
}

document.body.appendChild(button)

And the equivalent JavaScript code:
var Greeter = (function () {
    function Greeter(message) {
        this.greeting = message;
    }
    Greeter.prototype.greet = function () {
        return "Hello, " + this.greeting;
    };
    return Greeter;
})();
var greeter = new Greeter("world");
var button = document.createElement('button');
button.innerText = "Say Hello";
button.onclick = function () {
    alert(greeter.greet());
};
document.body.appendChild(button);

The Typescript part is very similar to Java so I understand that. Now my question is why in JavaScript the body of the Greeter class is embedded in a an anonymous function() call?
Why not write it like this?
function Greeter(message) {
    this.greeting = message;
}
Greeter.prototype.greet = function () {
    return "Hello, " + this.greeting;
};

What is the advantage/disadvantage of each method?

A:

The following is called an Immediately Invoked Function Expression:
(function(){ ... })();

It is used to keep the global scope clean. Though, in this case it isn't necessary since the return value is assigned to a variable Greeter. The only time this pattern is useful is when you want "private" static members.
E.g.:
var Greeter = (function () {
    var foo = 'foo', bar = 'bar'; /* only accessible from function's defined
                                     in the local scope ... */

    function Greeter(message) {
        this.greeting = message;
    }
    Greeter.prototype.greet = function () {
        return "Hello, " + this.greeting;
    };
    return Greeter;
})();

A:

This is to allow for private members. In this example, all members are public so your two constructions are equivalent. However, if you want to provide for private members you need to hide them from the calling scope via a closure. Thus if you have a private member like so:
class Greeter {
    private greeting: string;
    constructor (message: string) {
        this.greeting = message;
    }
    greet() {
        return "Hello, " + this.greeting;
    }
} 

You would probably get something like this:
var Greeter = (function () {
    var greeting="";
    function Greeter(message) {
        greeting = message;
    }
    Greeter.prototype.greet = function () {
        return "Hello, " + greeting;
    };
    return Greeter;
})();

The greeting variable will be available to any function defined inside the anonymous function, but invisible everywhere else.

A:

Besides the obvious scoping/closure reasoning. Using an anonymous function that invokes itself immediately pre-loads (interprets) the class definition. This allows any JIT optimizations to be front loaded within the execution. In short, for larger more complex applications it will improve performance.

