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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 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;