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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 binomcoefln = require( '@stdlib/math/base/special/binomcoefln' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var log1p = require( '@stdlib/math/base/special/log1p' ); var ln = require( '@stdlib/math/base/special/ln' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var PINF = require( '@stdlib/constants/float64/pinf' ); // MAIN // /** * Evaluates the natural logarithm of the probability mass function (PMF) for a binomial distribution with number of trials `n` and success probability `p` at a value `x`. * * @param {number} x - input value * @param {NonNegativeInteger} n - number of trials * @param {Probability} p - success probability * @returns {number} evaluated logPMF * * @example * var y = logpmf( 3.0, 20, 0.2 ); * // returns ~-1.583 * * @example * var y = logpmf( 21.0, 20, 0.2 ); * // returns -Infinity * * @example * var y = logpmf( 5.0, 10, 0.4 ); * // returns ~-1.606 * * @example * var y = logpmf( 0.0, 10, 0.4 ); * // returns ~-5.108 * * @example * var y = logpmf( NaN, 20, 0.5 ); * // returns NaN * * @example * var y = logpmf( 0.0, NaN, 0.5 ); * // returns NaN * * @example * var y = logpmf( 0.0, 20, NaN ); * // returns NaN * * @example * var y = logpmf( 2.0, 1.5, 0.5 ); * // returns NaN * * @example * var y = logpmf( 2.0, -2.0, 0.5 ); * // returns NaN * * @example * var y = logpmf( 2.0, 20, -1.0 ); * // returns NaN * * @example * var y = logpmf( 2.0, 20, 1.5 ); * // returns NaN */ function logpmf( x, n, p ) { var out; if ( isnan( x ) || isnan( n ) || isnan( p ) || p < 0.0 || p > 1.0 || !isNonNegativeInteger( n ) || n === PINF ) { return NaN; } if ( isNonNegativeInteger( x ) ) { if ( x > n ) { return NINF; } if ( p === 0.0 ) { return ( x === 0 ) ? 0.0 : NINF; } if ( p === 1.0 ) { return ( x === n ) ? 0.0 : NINF; } out = binomcoefln( n, x ); out += (x * ln( p )) + (( n - x ) * log1p( -p )); return out; } return NINF; } // EXPORTS // module.exports = logpmf;