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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 constantFunction = require( '@stdlib/utils/constant-function' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var pow = require( '@stdlib/math/base/special/pow' ); var PI = require( '@stdlib/constants/float64/pi' ); // MAIN // /** * Returns a function for evaluating the probability density function (PDF) for a Cauchy distribution with location parameter `x0` and scale parameter `gamma`. * * @param {number} x0 - location parameter * @param {PositiveNumber} gamma - scale parameter * @returns {Function} PDF * * @example * var pdf = factory( 4.0, 2.0 ); * * var y = pdf( 10.0 ); * // returns ~0.0159 * * y = pdf( 3.0 ); * // returns ~0.127 */ function factory( x0, gamma ) { var gpi; if ( isnan( gamma ) || isnan( x0 ) || gamma <= 0.0 ) { return constantFunction( NaN ); } gpi = gamma * PI; return pdf; /** * Evaluates the probability density function (PDF) for a Cauchy distribution. * * @private * @param {number} x - input value * @returns {number} evaluated PDF * * @example * var y = pdf( 2.3 ); * // returns <number> */ function pdf( x ) { if ( isnan( x ) ) { return NaN; } return 1.0 / ( gpi * (1.0 + pow( (x-x0)/gamma, 2.0 )) ); } } // EXPORTS // module.exports = factory;