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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 isNonNegativeInteger = require( '@stdlib/math/base/assert/is-nonnegative-integer' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var exp = require( '@stdlib/math/base/special/exp' ); var ln = require( '@stdlib/math/base/special/ln' ); var PINF = require( '@stdlib/constants/float64/pinf' ); // MAIN // /** * Returns the entropy of a binomial distribution. * * @param {NonNegativeInteger} n - number of trials * @param {Probability} p - success probability * @returns {number} entropy * * @example * var v = entropy( 100, 0.1 ); * // returns ~2.511 * * @example * var v = entropy( 20, 0.5 ); * // returns ~2.223 * * @example * var v = entropy( 10.3, 0.5 ); * // returns NaN * * @example * var v = entropy( 20, 1.1 ); * // returns NaN * * @example * var v = entropy( 20, NaN ); * // returns NaN */ function entropy( n, p ) { var nlq; var out; var i; var q; if ( isnan( n ) || isnan( p ) || p < 0.0 || p > 1.0 || !isNonNegativeInteger( n ) || n === PINF ) { return NaN; } if ( p === 0 || p === 1 || n === 0 ) { return 0.0; } q = 1.0 - p; nlq = n * ln( q ); out = exp( nlq ) * nlq; for ( i = 1; i <= n; i++ ) { nlq += ln( ( n - i + 1 ) / i ) + ln( p / q ); out += exp( nlq ) * nlq; } return -out; } // EXPORTS // module.exports = entropy;