@stdlib/stats
Version:
Standard library statistical functions.
92 lines (81 loc) • 2.21 kB
JavaScript
/**
* @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.
*/
;
// MODULES //
var isNonNegativeInteger = require( '@stdlib/math/base/assert/is-nonnegative-integer' );
var constantFunction = require( '@stdlib/utils/constant-function' );
var betainc = require( '@stdlib/math/base/special/betainc' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var floor = require( '@stdlib/math/base/special/floor' );
var PINF = require( '@stdlib/constants/float64/pinf' );
// MAIN //
/**
* Returns a function for evaluating the cumulative distribution function (CDF) for a binomial distribution with number of trials `n` and success probability `p`.
*
* @param {NonNegativeInteger} n - number of trials
* @param {Probability} p - success probability
* @returns {Function} CDF
*
* @example
* var cdf = factory( 10, 0.5 );
* var y = cdf( 3.0 );
* // returns ~0.172
*
* y = cdf( 1.0 );
* // returns ~0.011
*/
function factory( n, p ) {
if (
isnan( n ) ||
isnan( p ) ||
p < 0.0 ||
p > 1.0 ||
!isNonNegativeInteger( n ) ||
n === PINF
) {
return constantFunction( NaN );
}
return cdf;
/**
* Evaluates the cumulative distribution function (CDF) for a binomial distribution.
*
* @private
* @param {number} x - input value
* @returns {Probability} evaluated CDF
*
* @example
* var y = cdf( 2.0 );
* // returns <number>
*/
function cdf( x ) {
if ( isnan( x ) ) {
return NaN;
}
if ( x < 0.0 ) {
return 0.0;
}
if ( x >= n ) {
return 1.0;
}
// Ensure left-continuity:
x = floor( x + 1.0e-7 );
return betainc( p, x + 1.0, n - x, true, true );
}
}
// EXPORTS //
module.exports = factory;