@stdlib/stats/base/dists/betaprime/kurtosis/lib/main.js

Standard library statistical functions.

/**
* @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' );


// MAIN //

/**
* Returns the excess kurtosis of a beta prime distribution.
*
* @param {PositiveNumber} alpha - first shape parameter
* @param {PositiveNumber} beta - second shape parameter
* @returns {number} kurtosis
*
* @example
* var v = kurtosis( 2.0, 6.0 );
* // returns ~26.143
*
* @example
* var v = kurtosis( 4.0, 12.0 );
* // returns ~5.764
*
* @example
* var v = kurtosis( 12.0, 6.0 );
* // returns ~19.49
*
* @example
* var v = kurtosis( 2.0, 4.0 );
* // returns NaN
*
* @example
* var v = kurtosis( 1.0, -0.1 );
* // returns NaN
*
* @example
* var v = kurtosis( -0.1, 1.0 );
* // returns NaN
*
* @example
* var v = kurtosis( 2.0, NaN );
* // returns NaN
*
* @example
* var v = kurtosis( NaN, 2.0 );
* // returns NaN
*/
function kurtosis( alpha, beta ) {
	var abm1;
	var bm1;
	var out;
	if (
		isnan( alpha ) ||
		alpha <= 0.0 ||
		isnan( beta ) ||
		beta <= 4.0
	) {
		return NaN;
	}
	abm1 = alpha + beta - 1.0;
	bm1 = beta - 1.0;
	out = ( alpha * abm1 * ( (5.0*beta )-11.0 ) ) + ( ( bm1*bm1 )*( bm1-1.0 ) );
	out *= 6.0;
	out /= alpha * abm1 * ( beta-3.0 ) * ( beta-4.0 );
	return out;
}


// EXPORTS //

module.exports = kurtosis;