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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. --> # Logarithm of Cumulative Distribution Function > [Beta][beta-distribution] distribution logarithm of [cumulative distribution function][cdf]. <section class="intro"> The [cumulative distribution function][cdf] for a [beta][beta-distribution] random variable is <!-- <equation class="equation" label="eq:beta_cdf" align="center" raw="F(x;\alpha,\beta) = \frac{\operatorname{Beta}(x;\alpha,\beta)}{\operatorname{Beta}(\alpha,\beta)}" alt="Cumulative distribution function for a beta distribution."> --> <div class="equation" align="center" data-raw-text="F(x;\alpha,\beta) = \frac{\operatorname{Beta}(x;\alpha,\beta)}{\operatorname{Beta}(\alpha,\beta)}" data-equation="eq:beta_cdf"> <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@51534079fef45e990850102147e8945fb023d1d0/lib/node_modules/@stdlib/stats/base/dists/beta/logcdf/docs/img/equation_beta_cdf.svg" alt="Cumulative distribution function for a beta distribution."> <br> </div> <!-- </equation> --> where `alpha > 0` is the first shape parameter and `beta > 0` is the second shape parameter. In the definition, `Beta( x; a, b )` denotes the lower incomplete beta function and `Beta( a, b )` the [beta function][beta-function]. </section> <!-- /.intro --> <section class="usage"> ## Usage ```javascript var logcdf = require( '@stdlib/stats/base/dists/beta/logcdf' ); ``` #### logcdf( x, alpha, beta ) Evaluates the natural logarithm of the [cumulative distribution function][cdf] (CDF) for a [beta][beta-distribution] distribution with parameters `alpha` (first shape parameter) and `beta` (second shape parameter). ```javascript var y = logcdf( 0.5, 1.0, 1.0 ); // returns ~-0.693 y = logcdf( 0.5, 2.0, 4.0 ); // returns ~-0.208 y = logcdf( 0.2, 2.0, 2.0 ); // returns ~-2.263 y = logcdf( 0.8, 4.0, 4.0 ); // returns ~-0.034 y = logcdf( -0.5, 4.0, 2.0 ); // returns -Infinity y = logcdf( -Infinity, 4.0, 2.0 ); // returns -Infinity y = logcdf( 1.5, 4.0, 2.0 ); // returns 0.0 y = logcdf( +Infinity, 4.0, 2.0 ); // returns 0.0 ``` If provided `NaN` as any argument, the function returns `NaN`. ```javascript var y = logcdf( NaN, 1.0, 1.0 ); // returns NaN y = logcdf( 0.0, NaN, 1.0 ); // returns NaN y = logcdf( 0.0, 1.0, NaN ); // returns NaN ``` If provided `alpha <= 0`, the function returns `NaN`. ```javascript var y = logcdf( 2.0, -1.0, 0.5 ); // returns NaN y = logcdf( 2.0, 0.0, 0.5 ); // returns NaN ``` If provided `beta <= 0`, the function returns `NaN`. ```javascript var y = logcdf( 2.0, 0.5, -1.0 ); // returns NaN y = logcdf( 2.0, 0.5, 0.0 ); // returns NaN ``` #### logcdf.factory( alpha, beta ) Returns a function for evaluating the natural logarithm of the [cumulative distribution function][cdf] for a [beta][beta-distribution] distribution with parameters `alpha` (first shape parameter) and `beta` (second shape parameter). ```javascript var mylogcdf = logcdf.factory( 0.5, 0.5 ); var y = mylogcdf( 0.8 ); // returns ~-0.35 y = mylogcdf( 0.3 ); // returns ~-0.997 ``` </section> <!-- /.usage --> <section class="notes"> ## Notes - In virtually all cases, using the `logpdf` or `logcdf` functions is preferable to manually computing the logarithm of the `pdf` or `cdf`, respectively, since the latter is prone to overflow and underflow. </section> <!-- /.notes --> <section class="examples"> ## Examples <!-- eslint no-undef: "error" --> ```javascript var randu = require( '@stdlib/random/base/randu' ); var EPS = require( '@stdlib/constants/float64/eps' ); var logcdf = require( '@stdlib/stats/base/dists/beta/logcdf' ); var alpha; var beta; var x; var y; var i; for ( i = 0; i < 10; i++ ) { x = randu(); alpha = ( randu()*5.0 ) + EPS; beta = ( randu()*5.0 ) + EPS; y = logcdf( x, alpha, beta ); console.log( 'x: %d, α: %d, β: %d, ln(F(x;α,β)): %d', x.toFixed( 4 ), alpha.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) ); } ``` </section> <!-- /.examples --> <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> <section class="related"> </section> <!-- /.related --> <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="links"> [beta-distribution]: https://en.wikipedia.org/wiki/Beta_distribution [beta-function]: https://en.wikipedia.org/wiki/Beta_function [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function </section> <!-- /.links -->