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@stdlib/stats-base-dists-gamma-pdf

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Gamma distribution probability density function (PDF).

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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 probability density function (PDF) for a gamma distribution. * * @param x - input value * @returns evaluated PDF */ type Unary = ( x: number ) => number; /** * Interface for the probability density function (PDF) of a gamma distribution. */ interface PDF { /** * Evaluates the probability density function (PDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta` at a value `x`. * * ## Notes * * - If `alpha < 0` or `beta <= 0`, the function returns `NaN`. * * @param x - input value * @param alpha - shape parameter * @param beta - rate parameter * @returns evaluated PDF * * @example * var y = pdf( 2.0, 0.5, 1.0 ); * // returns ~0.054 * * @example * var y = pdf( 0.1, 1.0, 1.0 ); * // returns ~0.905 * * @example * var y = pdf( -1.0, 4.0, 2.0 ); * // returns 0.0 * * @example * var y = pdf( NaN, 0.6, 1.0 ); * // returns NaN * * @example * var y = pdf( 0.0, NaN, 1.0 ); * // returns NaN * * @example * var y = pdf( 0.0, 1.0, NaN ); * // returns NaN * * @example * // Negative shape parameter: * var y = pdf( 2.0, -1.0, 1.0 ); * // returns NaN * * @example * // Negative rate parameter: * var y = pdf( 2.0, 1.0, -1.0 ); * // returns NaN */ ( x: number, alpha: number, beta: number ): number; /** * Returns a function for evaluating the probability density function (PDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta`. * * @param alpha - shape parameter * @param beta - rate parameter * @returns PDF * * @example * var myPDF = pdf.factory( 3.0, 1.5 ); * * var y = myPDF( 1.0 ); * // returns ~0.377 * * y = myPDF( 4.0 ); * // returns ~0.067 */ factory( alpha: number, beta: number ): Unary; } /** * Gamma distribution probability density function (PDF). * * @param x - input value * @param alpha - shape parameter * @param beta - rate parameter * @returns evaluated PDF * * @example * var y = pdf( 2.0, 0.5, 1.0 ); * // returns ~0.054 * * var myPDF = pdf.factory( 6.0, 7.0 ); * y = myPDF( 2.0 ); * // returns ~0.026 */ declare var pdf: PDF; // EXPORTS // export = pdf;