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@stdlib/stats-base-dists-poisson-cdf

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Poisson distribution cumulative distribution function (CDF).

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/** * @license Apache-2.0 * * Copyright (c) 2018 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. */ 'use strict'; // MODULES // var gammainc = require( '@stdlib/math-base-special-gammainc' ); var isnan = require( '@stdlib/math-base-assert-is-nan' ); var floor = require( '@stdlib/math-base-special-floor' ); var PINF = require( '@stdlib/constants-float64-pinf' ); // MAIN // /** * Evaluates the cumulative distribution function (CDF) for a Poisson distribution with mean parameter `lambda` at a value `x`. * * @param {number} x - input value * @param {NonNegativeNumber} lambda - mean parameter * @returns {Probability} evaluated CDF * * @example * var y = cdf( 2.0, 0.5 ); * // returns ~0.986 * * @example * var y = cdf( 2.0, 10.0 ); * // returns ~0.003 * * @example * var y = cdf( -1.0, 4.0 ); * // returns 0.0 * * @example * var y = cdf( NaN, 1.0 ); * // returns NaN * * @example * var y = cdf( 0.0, NaN ); * // returns NaN * * @example * // Negative mean parameter: * var y = cdf( 2.0, -1.0 ); * // returns NaN */ function cdf( x, lambda ) { if ( isnan( x ) || isnan( lambda ) || lambda < 0.0 ) { return NaN; } if ( x < 0.0 ) { return 0.0; } if ( lambda === 0.0 ) { return 1.0; } if ( x === PINF ) { return 1.0; } return gammainc( lambda, floor( x ) + 1.0, true, true ); } // EXPORTS // module.exports = cdf;