@stdlib/stats
Version:
Standard library statistical functions.
96 lines (86 loc) • 2.21 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 isnan = require( '@stdlib/math/base/assert/is-nan' );
var asin = require( '@stdlib/math/base/special/asin' );
var sqrt = require( '@stdlib/math/base/special/sqrt' );
var ln = require( '@stdlib/math/base/special/ln' );
var LN_PI = require( '@stdlib/constants/float64/ln-pi' );
var NINF = require( '@stdlib/constants/float64/ninf' );
var LN2 = require( '@stdlib/constants/float64/ln-two' );
// MAIN //
/**
* Evaluates the logarithm of the cumulative distribution function (CDF) for an arcsine distribution with minimum support `a` and maximum support `b` at a value `x`.
*
* @param {number} x - input value
* @param {number} a - minimum support
* @param {number} b - maximum support
* @returns {number} evaluated logCDF
*
* @example
* var y = logcdf( 9.0, 0.0, 10.0 );
* // returns ~-0.23
*
* @example
* var y = logcdf( 0.5, 0.0, 2.0 );
* // returns ~-1.1
*
* @example
* var y = logcdf( +Infinity, 2.0, 4.0 );
* // returns 0.0
*
* @example
* var y = logcdf( -Infinity, 2.0, 4.0 );
* // returns -Infinity
*
* @example
* var y = logcdf( NaN, 0.0, 1.0 );
* // returns NaN
*
* @example
* var y = logcdf( 0.0, NaN, 1.0 );
* // returns NaN
*
* @example
* var y = logcdf( 0.0, 0.0, NaN );
* // returns NaN
*
* @example
* var y = logcdf( 2.0, 1.0, 0.0 );
* // returns NaN
*/
function logcdf( x, a, b ) {
if (
isnan( x ) ||
isnan( a ) ||
isnan( b ) ||
a >= b
) {
return NaN;
}
if ( x < a ) {
return NINF;
}
if ( x >= b ) {
return 0.0;
}
return LN2 - LN_PI + ln( asin( sqrt( ( x-a ) / ( b-a ) ) ) );
}
// EXPORTS //
module.exports = logcdf;