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

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Triangular 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 triangular distribution. * * @param t - input value * @returns evaluated MGF */ type Unary = ( t: number ) => number; /** * Interface for the moment-generating function (MGF) of a triangular distribution. */ interface MGF { /** * Evaluates the moment-generating function (MGF) for a triangular distribution with lower limit `a`, upper limit `b`, and mode `c` at a value `t`. * * ## Notes * * - If the condition `a <= c <= b` is not satisfied, the function returns `NaN`. * * @param t - input value * @param a - lower limit * @param b - upper limit * @param c - mode * @returns evaluated MGF * * @example * var y = mgf( 0.5, -1.0, 1.0, 0.0 ); * // returns ~1.021 * * @example * var y = mgf( 0.5, -1.0, 1.0, 0.5 ); * // returns ~1.111 * * @example * var y = mgf( -0.3, -20.0, 0.0, -2.0 ); * // returns ~24.334 * * @example * var y = mgf( -2.0, -1.0, 1.0, 0.0 ); * // returns ~1.381 * * @example * var y = mgf( NaN, 0.0, 1.0, 0.5 ); * // returns NaN * * @example * var y = mgf( 0.0, NaN, 1.0, 0.5 ); * // returns NaN * * @example * var y = mgf( 0.0, 0.0, NaN, 0.5 ); * // returns NaN * * @example * var y = mgf( 0.5, 1.0, 0.0, NaN ); * // returns NaN * * @example * var y = mgf( 0.5, 1.0, 0.0, 1.5 ); * // returns NaN */ ( t: number, a: number, b: number, c: number ): number; /** * Returns a function for evaluating the moment-generating function (MGF) for a triangular distribution with lower limit `a`, upper limit `b`, and mode `c`. * * @param a - lower limit * @param b - upper limit * @param c - mode * @returns MGF * * @example * var mymgf = mgf.factory( 0.0, 2.0, 1.0 ); * var y = mymgf( -1.0 ); * // returns ~0.3996 * * y = mymgf( 2.0 ); * // returns ~10.205 */ factory( a: number, b: number, c: number ): Unary; } /** * Triangular distribution moment-generating function (MGF). * * @param t - input value * @param a - lower limit * @param b - upper limit * @param c - mode * @returns evaluated MGF * * @example * var y = mgf( 0.5, -1.0, 1.0, 0.0 ); * // returns ~1.021 * * y = mgf( 0.5, -1.0, 1.0, 0.5 ); * // returns ~1.111 * * y = mgf( -0.3, -20.0, 0.0, -2.0 ); * // returns ~24.334 * * y = mgf( -2.0, -1.0, 1.0, 0.0 ); * // returns ~1.381 * * var mymgf = mgf.factory( 0.0, 2.0, 1.0 ); * y = mymgf( -1.0 ); * // returns ~0.3996 * * y = mymgf( 2.0 ); * // returns ~10.205 */ declare var mgf: MGF; // EXPORTS // export = mgf;