@stdlib/stats
Version:
Standard library statistical functions.
90 lines (79 loc) • 2.29 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 constantFunction = require( '@stdlib/utils/constant-function' );
var degenerate = require( './../../../../../base/dists/degenerate/logcdf' ).factory;
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var sinpi = require( '@stdlib/math/base/special/sinpi' );
var ln = require( '@stdlib/math/base/special/ln' );
var NINF = require( '@stdlib/constants/float64/ninf' );
var PI = require( '@stdlib/constants/float64/pi' );
// MAIN //
/**
* Returns a function for evaluating the natural logarithm of the cumulative distribution function (CDF) for a raised cosine distribution with location parameter `mu` and scale parameter `s`.
*
* @param {number} mu - location parameter
* @param {NonNegativeNumber} s - scale parameter
* @returns {Function} logCDF
*
* @example
* var logcdf = factory( 3.0, 1.5 );
*
* var y = logcdf( 1.9 );
* // returns ~-4.2
*
* y = logcdf( 4.0 );
* // returns ~-0.029
*/
function factory( mu, s ) {
if ( isnan( mu ) || isnan( s ) || s < 0.0 ) {
return constantFunction( NaN );
}
if ( s === 0.0 ) {
return degenerate( mu );
}
return logcdf;
/**
* Evaluates the natural logarithm of the cumulative distribution function (CDF) for a raised cosine distribution.
*
* @private
* @param {number} x - input value
* @returns {number} evaluated logCDF
*
* @example
* var y = logcdf( 2.0 );
* // returns <number>
*/
function logcdf( x ) {
var z;
if ( isnan( x ) ) {
return NaN;
}
if ( x < mu - s ) {
return NINF;
}
if ( x > mu + s ) {
return 0.0;
}
z = ( x - mu ) / s;
return ln( ( 1.0 + z + ( sinpi( z ) / PI ) ) / 2.0 );
}
}
// EXPORTS //
module.exports = factory;