UNPKG

@stdlib/stats

Version:

Standard library statistical functions.

74 lines (63 loc) 1.68 kB
/** * @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' ); // MAIN // /** * Returns a function for evaluating the moment-generating function (MGF) of a chi-squared distribution with degrees of freedom `k`. * * @param {NonNegativeNumber} k - degrees of freedom * @returns {Function} MGF * * @example * var mgf = factory( 1.0 ); * * var y = mgf( 0.2 ); * // returns ~1.291 * * y = mgf( 0.4 ); * // returns ~2.236 */ function factory( k ) { if ( isnan( k ) || k < 0.0 ) { return constantFunction( NaN ); } return mgf; /** * Evaluates the moment-generating function (MGF) for a chi-squared distribution. * * @private * @param {number} t - input value * @returns {number} evaluated MGF * * @example * var y = mgf( 0.5 ); * // returns <number> */ function mgf( t ) { if ( isnan( t ) || t >= 0.5 ) { return NaN; } return pow( 1-(2*t), -k/2 ); } } // EXPORTS // module.exports = factory;