@stdlib/stats-base-dists-chisquare-logpdf
Version:
Natural logarithm of the probability density function (PDF) for a chi-squared distribution.
111 lines (102 loc) • 2.6 kB
TypeScript
/*
* @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 natural logarithm of the probability density function (logPDF) for a chi-squared distribution.
*
* @param x - input value
* @returns evaluated logPDF
*/
type Unary = ( x: number ) => number;
/**
* Interface for the natural logarithm of the probability density function (logPDF) of a chi-squared distribution.
*/
interface LogPDF {
/**
* Evaluates the natural logarithm of the probability density function (PDF) for a chi-squared distribution with degrees of freedom `k` at a value `x`.
*
* ## Notes
*
* - If provided `k < 0`, the function returns `NaN`.
*
* @param x - input value
* @param k - degrees of freedom
* @returns evaluated logPDF
*
* @example
* var y = logpdf( 0.3, 4.0 );
* // returns ~-2.74
*
* @example
* var y = logpdf( 0.7, 0.7 );
* // returns ~-1.295
*
* @example
* var y = logpdf( -1.0, 0.5 );
* // returns -Infinity
*
* @example
* var y = logpdf( 0.0, NaN );
* // returns NaN
*
* @example
* var y = logpdf( NaN, 2.0 );
* // returns NaN
*
* @example
* // Negative degrees of freedom:
* var y = logpdf( 2.0, -1.0 );
* // returns NaN
*/
( x: number, k: number ): number;
/**
* Returns a function for evaluating the natural logarithm of the probability density function (PDF) for a chi-squared distribution with degrees of freedom `k`.
*
* @param k - degrees of freedom
* @returns logPDF
*
* @example
* var mylogpdf = logpdf.factory( 0.5 );
*
* var y = mylogpdf( 2.0 );
* // returns ~-2.981
*
* y = mylogpdf( 1.0 );
* // returns ~-1.961
*/
factory( k: number ): Unary;
}
/**
* Chi-squared distribution natural logarithm of probability density function (logPDF).
*
* @param x - input value
* @param k - degrees of freedom
* @returns evaluated logPDF
*
* @example
* var y = logpdf( 2.0, 1.0 );
* // returns ~-2.266
*
* var mylogpdf = logpdf.factory( 6.0 );
*
* y = mylogpdf( 3.0 );
* // returns ~-2.071
*/
declare var logPDF: LogPDF;
// EXPORTS //
export = logPDF;