@stdlib/stats-base-dists-poisson-cdf
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Poisson distribution cumulative distribution function (CDF).
83 lines (73 loc) • 1.86 kB
JavaScript
/**
* @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.
*/
;
// 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;