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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 betaLogCDF = require( './../../../../../base/dists/beta/logcdf' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var PINF = require( '@stdlib/constants/float64/pinf' ); // MAIN // /** * Evaluates the natural logarithm of the cumulative distribution function (CDF) for a beta prime distribution with first shape parameter `alpha` and second shape parameter `beta` at a value `x`. * * @param {number} x - input value * @param {PositiveNumber} alpha - first shape parameter * @param {PositiveNumber} beta - second shape parameter * @returns {number} evaluated logCDF * * @example * var y = logcdf( 0.5, 1.0, 1.0 ); * // returns ~-1.099 * * @example * var y = logcdf( 0.5, 2.0, 4.0 ); * // returns ~-0.618 * * @example * var y = logcdf( 0.2, 2.0, 2.0 ); * // returns ~-2.603 * * @example * var y = logcdf( 0.8, 4.0, 4.0 ); * // returns ~-0.968 * * @example * var y = logcdf( -0.5, 4.0, 2.0 ); * // returns -Infinity * * @example * var y = logcdf( 2.0, -1.0, 0.5 ); * // returns NaN * * @example * var y = logcdf( 2.0, 0.5, -1.0 ); * // returns NaN * * @example * var y = logcdf( NaN, 1.0, 1.0 ); * // returns NaN * * @example * var y = logcdf( 0.0, NaN, 1.0 ); * // returns NaN * * @example * var y = logcdf( 0.0, 1.0, NaN ); * // returns NaN */ function logcdf( x, alpha, beta ) { if ( isnan( x ) || isnan( alpha ) || isnan( beta ) || alpha <= 0.0 || beta <= 0.0 ) { return NaN; } if ( x <= 0.0 ) { return NINF; } if ( x === PINF ) { return 0.0; } return betaLogCDF( x / ( 1.0 + x ), alpha, beta ); } // EXPORTS // module.exports = logcdf;