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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 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;