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@stdlib/stats-base-dists-beta-mgf

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Beta distribution moment-generating function (MGF).

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/* * @license Apache-2.0 * * Copyright (c) 2019 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ // TypeScript Version: 4.1 /** * Evaluates the moment-generating function (MGF) for a beta distribution. * * @param t - input value * @returns evaluated MGF */ type Unary = ( t: number ) => number; /** * Interface for the moment-generating function (MGF) of a beta distribution. */ interface MGF { /** * Evaluates the moment-generating function (MGF) for a beta distribution with first shape parameter `alpha` and second shape parameter `beta` at a value `t`. * * ## Notes * * - If `alpha <= 0` or `beta <= 0`, the function returns `NaN`. * * @param t - input value * @param alpha - first shape parameter * @param beta - second shape parameter * @returns evaluated MGF * * @example * var y = mgf( 0.5, 1.0, 1.0 ); * // returns ~1.297 * * @example * var y = mgf( 0.5, 2.0, 4.0 ); * // returns ~1.186 * * @example * var y = mgf( 3.0, 2.0, 2.0 ); * // returns ~5.575 * * @example * var y = mgf( -0.8, 4.0, 4.0 ); * // returns ~0.676 * * @example * var y = mgf( NaN, 1.0, 1.0 ); * // returns NaN * * @example * var y = mgf( 0.0, NaN, 1.0 ); * // returns NaN * * @example * var y = mgf( 0.0, 1.0, NaN ); * // returns NaN * * @example * var y = mgf( 2.0, -1.0, 0.5 ); * // returns NaN * * @example * var y = mgf( 2.0, 0.0, 0.5 ); * // returns NaN * * @example * var y = mgf( 2.0, 0.5, -1.0 ); * // returns NaN * * @example * var y = mgf( 2.0, 0.5, 0.0 ); * // returns NaN */ ( t: number, alpha: number, beta: number ): number; /** * Returns a function for evaluating the moment-generating function (MGF) for a beta distribution with first shape parameter `alpha` and second shape parameter `beta`. * * @param alpha - first shape parameter * @param beta - second shape parameter * @returns MGF * * @example * var myMGF = mgf.factory( 0.5, 0.5 ); * * var y = myMGF( 0.8 ); * // returns ~1.552 * * y = myMGF( 0.3 ); * // returns ~1.168 */ factory( alpha: number, beta: number ): Unary; } /** * Beta distribution moment-generating function (MGF). * * @param t - input value * @param alpha - first shape parameter * @param beta - second shape parameter * @returns evaluated MGF * * @example * var y = mgf( 0.5, 1.0, 1.0 ); * // returns ~1.297 * * y = mgf( 0.5, 2.0, 4.0 ); * // returns ~1.186 * * y = mgf( 3.0, 2.0, 2.0 ); * // returns ~5.575 * * y = mgf( -0.8, 4.0, 4.0 ); * // returns ~0.676 * * var myMGF = mgf.factory( 0.5, 0.5 ); * * y = myMGF( 0.8 ); * // returns ~1.522 * * y = myMGF( 0.3 ); * // returns ~1.168 */ declare var mgf: MGF; // EXPORTS // export = mgf;