@stdlib/stats
Version:
Standard library statistical functions.
66 lines (56 loc) • 1.49 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 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;