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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 isnan = require( '@stdlib/math/base/assert/is-nan' ); var sqrt = require( '@stdlib/math/base/special/sqrt' ); // MAIN // /** * Returns the skewness of a beta prime distribution. * * @param {PositiveNumber} alpha - first shape parameter * @param {PositiveNumber} beta - second shape parameter * @returns {number} skewness * * @example * var v = skewness( 2.0, 4.0 ); * // returns ~6.261 * * @example * var v = skewness( 4.0, 12.0 ); * // returns ~1.724 * * @example * var v = skewness( 8.0, 4.0 ); * // returns ~5.729 * * @example * var v = skewness( 2.0, 2.0 ); * // returns NaN * * @example * var v = skewness( 1.0, -0.1 ); * // returns NaN * * @example * var v = skewness( -0.1, 1.0 ); * // returns NaN * * @example * var v = skewness( 2.0, NaN ); * // returns NaN * * @example * var v = skewness( NaN, 2.0 ); * // returns NaN */ function skewness( alpha, beta ) { var out; if ( isnan( alpha ) || alpha <= 0.0 || isnan( beta ) || beta <= 3.0 ) { return NaN; } out = 2.0 * ( ( 2.0*alpha ) + beta - 1.0 ) / ( beta-3.0 ); out *= sqrt( ( beta-2.0 ) / ( alpha * ( alpha+beta-1.0 ) ) ); return out; } // EXPORTS // module.exports = skewness;