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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 isnan = require( '@stdlib/math/base/assert/is-nan' ); var digamma = require( '@stdlib/math/base/special/digamma' ); var gamma = require( '@stdlib/math/base/special/gamma' ); var ln = require( '@stdlib/math/base/special/ln' ); // MAIN // /** * Returns the differential entropy of a chi-squared distribution. * * @param {PositiveNumber} k - degrees of freedom * @returns {number} entropy * * @example * var v = entropy( 9.0 ); * // returns ~2.786 * * @example * var v = entropy( 1.0 ); * // returns ~0.784 * * @example * var v = entropy( -0.2 ); * // returns NaN * * @example * var v = entropy( NaN ); * // returns NaN */ function entropy( k ) { var kh; if ( isnan( k ) || k <= 0.0 ) { return NaN; } kh = k / 2.0; return kh + ln( 2.0*gamma( kh ) ) + ( ( 1.0-kh ) * digamma( kh ) ); } // EXPORTS // module.exports = entropy;