@stdlib/stats
Version:
Standard library statistical functions.
71 lines (60 loc) • 1.7 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 constantFunction = require( '@stdlib/utils/constant-function' );
var isProbability = require( '@stdlib/math/base/assert/is-probability' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var exp = require( '@stdlib/math/base/special/exp' );
// MAIN //
/**
* Returns a function for evaluating the moment-generating function (MGF) of a Bernoulli distribution with success probability `p`.
*
* @param {Probability} p - success probability
* @returns {Function} MGF
*
* @example
* var mgf = factory( 0.8 );
* var y = mgf( -0.2 );
* // returns ~0.855
*/
function factory( p ) {
if ( !isProbability( p ) ) {
return constantFunction( NaN );
}
return mgf;
/**
* Evaluates the moment-generating function (MGF) for a Bernoulli distribution.
*
* @private
* @param {number} t - input value
* @returns {number} evaluated MGF
*
* @example
* var y = mgf( 0.5 );
* // returns <number>
*/
function mgf( t ) {
if ( isnan( t ) ) {
return NaN;
}
return ( 1.0-p ) + ( p * exp( t ) );
}
}
// EXPORTS //
module.exports = factory;