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@stdlib/stats

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Standard library statistical functions.

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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 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;