@stdlib/stats/base/dists/binomial/mgf/lib/main.js

Standard library statistical functions.

/**
* @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 pow = require( '@stdlib/math/base/special/pow' );
var PINF = require( '@stdlib/constants/float64/pinf' );


// MAIN //

/**
* Evaluates the moment-generating function (MGF) for a binomial distribution with number of trials `n` and success probability `p` at a value `t`.
*
* @param {number} t - input value
* @param {NonNegativeInteger} n - number of trials
* @param {Probability} p - success probability
* @returns {number} evaluated MGF
*
* @example
* var y = mgf( 0.5, 20, 0.2 );
* // returns ~11.471
*
* @example
* var y = mgf( 5.0, 20, 0.2 );
* // returns ~4.798e29
*
* @example
* var y = mgf( 0.9, 10, 0.4 );
* // returns ~99.338
*
* @example
* var y = mgf( 0.0, 10, 0.4 );
* // returns 1.0
*
* @example
* var y = mgf( NaN, 20, 0.5 );
* // returns NaN
*
* @example
* var y = mgf( 0.0, NaN, 0.5 );
* // returns NaN
*
* @example
* var y = mgf( 0.0, 20, NaN );
* // returns NaN
*
* @example
* var y = mgf( 0.2, 1.5, 0.5 );
* // returns NaN
*
* @example
* var y = mgf( 0.2, -2.0, 0.5 );
* // returns NaN
*
* @example
* var y = mgf( 0.2, 20, -1.0 );
* // returns NaN
*
* @example
* var y = mgf( 0.2, 20, 1.5 );
* // returns NaN
*/
function mgf( t, n, p ) {
	var base;
	if (
		isnan( t ) ||
		isnan( n ) ||
		isnan( p ) ||
		p < 0.0 ||
		p > 1.0 ||
		!isNonNegativeInteger( n ) ||
		n === PINF
	) {
		return NaN;
	}
	base = 1.0 - p + (p * exp(t));
	return pow( base, n );
}


// EXPORTS //

module.exports = mgf;