@stdlib/stats
Version:
Standard library statistical functions.
64 lines (54 loc) • 1.41 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 isnan = require( '@stdlib/math/base/assert/is-nan' );
var ln = require( '@stdlib/math/base/special/ln' );
var PI = require( '@stdlib/constants/float64/pi' );
// MAIN //
/**
* Returns the differential entropy of a Cauchy distribution.
*
* @param {number} x0 - location parameter
* @param {PositiveNumber} gamma - scale parameter
* @returns {PositiveNumber} entropy
*
* @example
* var v = entropy( 10.0, 5.0 );
* // returns ~4.14
*
* @example
* var v = entropy( 7.0, 0.1 );
* // returns ~0.228
*
* @example
* var v = entropy( 10.0, -0.5 );
* // returns NaN
*/
function entropy( x0, gamma ) {
if (
isnan( gamma ) ||
isnan( x0 ) ||
gamma <= 0.0
) {
return NaN;
}
return ln( gamma ) + ln( 4.0*PI );
}
// EXPORTS //
module.exports = entropy;