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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. */ /* eslint-disable no-restricted-syntax, no-invalid-this */ 'use strict'; // MODULES // var defineProperty = require( '@stdlib/utils/define-property' ); var setReadOnly = require( '@stdlib/utils/define-nonenumerable-read-only-property' ); var setReadOnlyAccessor = require( '@stdlib/utils/define-nonenumerable-read-only-accessor' ); var isPositive = require( '@stdlib/assert/is-positive-number' ).isPrimitive; var kurtosis = require( './../../../../../base/dists/betaprime/kurtosis' ); var mean = require( './../../../../../base/dists/betaprime/mean' ); var mode = require( './../../../../../base/dists/betaprime/mode' ); var skewness = require( './../../../../../base/dists/betaprime/skewness' ); var stdev = require( './../../../../../base/dists/betaprime/stdev' ); var variance = require( './../../../../../base/dists/betaprime/variance' ); var cdf = require( './../../../../../base/dists/betaprime/cdf' ); var logcdf = require( './../../../../../base/dists/betaprime/logcdf' ); var logpdf = require( './../../../../../base/dists/betaprime/logpdf' ); var pdf = require( './../../../../../base/dists/betaprime/pdf' ); var quantile = require( './../../../../../base/dists/betaprime/quantile' ); var format = require( '@stdlib/string/format' ); // FUNCTIONS // /** * Evaluates the cumulative distribution function (CDF). * * @private * @param {number} x - input value * @returns {number} evaluated CDF */ function betaPrimeCDF( x ) { return cdf( x, this.alpha, this.beta ); } /** * Evaluates the natural logarithm of the cumulative distribution function (CDF). * * @private * @param {number} x - input value * @returns {number} evaluated logCDF */ function betaPrimeLogCDF( x ) { return logcdf( x, this.alpha, this.beta ); } /** * Evaluates the natural logarithm of the probability density function (logPDF). * * @private * @param {number} x - input value * @returns {number} evaluated logPDF */ function betaPrimeLogPDF( x ) { return logpdf( x, this.alpha, this.beta ); } /** * Evaluates the probability density function (PDF). * * @private * @param {number} x - input value * @returns {number} evaluated PDF */ function betaPrimePDF( x ) { return pdf( x, this.alpha, this.beta ); } /** * Evaluates the quantile function. * * @private * @param {Probability} p - input probability * @returns {number} evaluated quantile function */ function betaPrimeQuantile( p ) { return quantile( p, this.alpha, this.beta ); } // MAIN // /** * Beta prime distribution constructor. * * @constructor * @param {PositiveNumber} [alpha=1.0] - first shape parameter * @param {PositiveNumber} [beta=1.0] - second shape parameter * @throws {TypeError} `alpha` must be a positive number * @throws {TypeError} `beta` must be a positive number * @returns {BetaPrime} distribution instance * * @example * var betaprime = new BetaPrime( 1.0, 1.0 ); * * var y = betaprime.cdf( 0.8 ); * // returns ~0.444 * * var v = betaprime.mode; * // returns 0.0 */ function BetaPrime() { var alpha; var beta; if ( !(this instanceof BetaPrime) ) { if ( arguments.length === 0 ) { return new BetaPrime(); } return new BetaPrime( arguments[ 0 ], arguments[ 1 ] ); } if ( arguments.length ) { alpha = arguments[ 0 ]; beta = arguments[ 1 ]; if ( !isPositive( alpha ) ) { throw new TypeError( format( 'invalid argument. First shape parameter must be a positive number. Value: `%s`.', alpha ) ); } if ( !isPositive( beta ) ) { throw new TypeError( format( 'invalid argument. Second shape parameter must be a positive number. Value: `%s`.', beta ) ); } } else { alpha = 1.0; beta = 1.0; } defineProperty( this, 'alpha', { 'configurable': false, 'enumerable': true, 'get': function get() { return alpha; }, 'set': function set( value ) { if ( !isPositive( value ) ) { throw new TypeError( format( 'invalid assignment. Must be a positive number. Value: `%s`.', value ) ); } alpha = value; } }); defineProperty( this, 'beta', { 'configurable': false, 'enumerable': true, 'get': function get() { return beta; }, 'set': function set( value ) { if ( !isPositive( value ) ) { throw new TypeError( format( 'invalid assignment. Must be a positive number. Value: `%s`.', value ) ); } beta = value; } }); return this; } /** * Beta prime distribution excess kurtosis. * * @name kurtosis * @memberof BetaPrime.prototype * @type {number} * @see [kurtosis]{@link https://en.wikipedia.org/wiki/Kurtosis} * * @example * var betaprime = new BetaPrime( 4.0, 12.0 ); * * var v = betaprime.kurtosis; * // returns ~5.764 */ setReadOnlyAccessor( BetaPrime.prototype, 'kurtosis', function get() { return kurtosis( this.alpha, this.beta ); }); /** * Beta prime distribution expected value. * * @name mean * @memberof BetaPrime.prototype * @type {number} * @see [expected value]{@link https://en.wikipedia.org/wiki/Expected_value} * * @example * var betaprime = new BetaPrime( 4.0, 12.0 ); * * var v = betaprime.mean; * // returns ~0.364 */ setReadOnlyAccessor( BetaPrime.prototype, 'mean', function get() { return mean( this.alpha, this.beta ); }); /** * Beta prime distribution mode. * * @name mode * @memberof BetaPrime.prototype * @type {number} * @see [mode]{@link https://en.wikipedia.org/wiki/Mode_%28statistics%29} * * @example * var betaprime = new BetaPrime( 4.0, 12.0 ); * * var v = betaprime.mode; * // returns ~0.231 */ setReadOnlyAccessor( BetaPrime.prototype, 'mode', function get() { return mode( this.alpha, this.beta ); }); /** * Beta prime distribution skewness. * * @name skewness * @memberof BetaPrime.prototype * @type {number} * @see [skewness]{@link https://en.wikipedia.org/wiki/Skewness} * * @example * var betaprime = new BetaPrime( 4.0, 12.0 ); * * var v = betaprime.skewness; * // returns ~1.724 */ setReadOnlyAccessor( BetaPrime.prototype, 'skewness', function get() { return skewness( this.alpha, this.beta ); }); /** * Beta prime distribution standard deviation. * * @name stdev * @memberof BetaPrime.prototype * @type {number} * @see [standard deviation]{@link https://en.wikipedia.org/wiki/Standard_deviation} * * @example * var betaprime = new BetaPrime( 4.0, 12.0 ); * * var v = betaprime.stdev; * // returns ~0.223 */ setReadOnlyAccessor( BetaPrime.prototype, 'stdev', function get() { return stdev( this.alpha, this.beta ); }); /** * Beta prime distribution variance. * * @name variance * @memberof BetaPrime.prototype * @type {number} * @see [variance]{@link https://en.wikipedia.org/wiki/Variance} * * @example * var betaprime = new BetaPrime( 4.0, 12.0 ); * * var v = betaprime.variance; * // returns ~0.05 */ setReadOnlyAccessor( BetaPrime.prototype, 'variance', function get() { return variance( this.alpha, this.beta ); }); /** * Evaluates the cumulative distribution function (CDF). * * @name cdf * @memberof BetaPrime.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated CDF * @see [cdf]{@link https://en.wikipedia.org/wiki/Cumulative_distribution_function} * * @example * var betaprime = new BetaPrime( 2.0, 4.0 ); * * var v = betaprime.cdf( 0.5 ); * // returns ~0.539 */ setReadOnly( BetaPrime.prototype, 'cdf', betaPrimeCDF ); /** * Evaluates the natural logarithm of the cumulative distribution function (CDF). * * @name logcdf * @memberof BetaPrime.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated logCDF * @see [cdf]{@link https://en.wikipedia.org/wiki/Cumulative_distribution_function} * * @example * var betaprime = new BetaPrime( 2.0, 4.0 ); * * var v = betaprime.logcdf( 0.5 ); * // returns ~-0.618 */ setReadOnly( BetaPrime.prototype, 'logcdf', betaPrimeLogCDF ); /** * Evaluates the natural logarithm of the probability density function (logPDF). * * @name logpdf * @memberof BetaPrime.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated logPDF * @see [pdf]{@link https://en.wikipedia.org/wiki/Probability_density_function} * * @example * var betaprime = new BetaPrime( 2.0, 4.0 ); * * var v = betaprime.logpdf( 0.8 ); * // returns ~-0.754 */ setReadOnly( BetaPrime.prototype, 'logpdf', betaPrimeLogPDF ); /** * Evaluates the probability density function (PDF). * * @name pdf * @memberof BetaPrime.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated PDF * @see [pdf]{@link https://en.wikipedia.org/wiki/Probability_density_function} * * @example * var betaprime = new BetaPrime( 2.0, 4.0 ); * * var v = betaprime.pdf( 0.8 ); * // returns ~0.47 */ setReadOnly( BetaPrime.prototype, 'pdf', betaPrimePDF ); /** * Evaluates the quantile function. * * @name quantile * @memberof BetaPrime.prototype * @type {Function} * @param {Probability} p - input probability * @returns {number} evaluated quantile function * @see [quantile function]{@link https://en.wikipedia.org/wiki/Quantile_function} * * @example * var betaprime = new BetaPrime( 2.0, 4.0 ); * * var v = betaprime.quantile( 0.5 ); * // returns ~0.457 */ setReadOnly( BetaPrime.prototype, 'quantile', betaPrimeQuantile ); // EXPORTS // module.exports = BetaPrime;