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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. */ /* eslint-disable no-restricted-syntax, no-invalid-this */ 'use strict'; // MODULES // var defineProperty = require( '@stdlib/utils/define-property' ); var setReadOnly = require( '@stdlib/utils/define-nonenumerable-read-only-property' ); var setReadOnlyAccessor = require( '@stdlib/utils/define-nonenumerable-read-only-accessor' ); var isNumber = require( '@stdlib/assert/is-number' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var entropy = require( './../../../../../base/dists/degenerate/entropy' ); var mean = require( './../../../../../base/dists/degenerate/mean' ); var mode = require( './../../../../../base/dists/degenerate/mode' ); var median = require( './../../../../../base/dists/degenerate/median' ); var stdev = require( './../../../../../base/dists/degenerate/stdev' ); var variance = require( './../../../../../base/dists/degenerate/variance' ); var cdf = require( './../../../../../base/dists/degenerate/cdf' ); var mgf = require( './../../../../../base/dists/degenerate/mgf' ); var pdf = require( './../../../../../base/dists/degenerate/pdf' ); var pmf = require( './../../../../../base/dists/degenerate/pmf' ); var logcdf = require( './../../../../../base/dists/degenerate/logcdf' ); var logpdf = require( './../../../../../base/dists/degenerate/logpdf' ); var logpmf = require( './../../../../../base/dists/degenerate/logpmf' ); var quantile = require( './../../../../../base/dists/degenerate/quantile' ); var format = require( '@stdlib/string/format' ); // FUNCTIONS // /** * Evaluates the cumulative distribution function (CDF). * * @private * @param {number} x - input value * @returns {number} evaluated CDF */ function degenerateCDF( x ) { return cdf( x, this.mu ); } /** * Evaluates the natural logarithm of the cumulative distribution function (CDF). * * @private * @param {number} x - input value * @returns {number} evaluated logCDF */ function degenerateLogCDF( x ) { return logcdf( x, this.mu ); } /** * Evaluates the natural logarithm of the probability density function (PDF). * * @private * @param {number} x - input value * @returns {number} evaluated logPDF */ function degenerateLogPDF( x ) { return logpdf( x, this.mu ); } /** * Evaluates the probability density function (PDF). * * @private * @param {number} x - input value * @returns {number} evaluated PDF */ function degeneratePDF( x ) { return pdf( x, this.mu ); } /** * Evaluates the natural logarithm of the probability mass function (PMF). * * @private * @param {number} x - input value * @returns {number} evaluated logPMF */ function degenerateLogPMF( x ) { return logpmf( x, this.mu ); } /** * Evaluates the moment-generating function (MGF). * * @private * @param {number} t - input value * @returns {number} evaluated MGF */ function degenerateMGF( t ) { return mgf( t, this.mu ); } /** * Evaluates the probability mass function (PMF). * * @private * @param {number} x - input value * @returns {number} evaluated PMF */ function degeneratePMF( x ) { return pmf( x, this.mu ); } /** * Evaluates the quantile function. * * @private * @param {Probability} p - input probability * @returns {number} evaluated quantile function */ function degenerateQuantile( p ) { return quantile( p, this.mu ); } // MAIN // /** * Degenerate distribution constructor. * * @constructor * @param {number} [mu=0.0] - constant value of distribution * @throws {TypeError} `mu` must be a number * @returns {Degenerate} distribution instance * * @example * var degenerate = new Degenerate(); * * var y = degenerate.cdf( 1.8 ); * // returns 1.0 * * var v = degenerate.median; * // returns 0.0 */ function Degenerate() { var mu; if ( !(this instanceof Degenerate) ) { if ( arguments.length === 0 ) { return new Degenerate(); } return new Degenerate( arguments[ 0 ] ); } if ( arguments.length ) { mu = arguments[ 0 ]; if ( !isNumber( mu ) || isnan( mu ) ) { throw new TypeError( format( 'invalid argument. Mean parameter `%s` must be a number. Value: `%s`.', 'mu', mu ) ); } } else { mu = 0.0; } defineProperty( this, 'mu', { 'configurable': false, 'enumerable': true, 'get': function get() { return mu; }, 'set': function set( value ) { if ( !isNumber( value ) || isnan( value ) ) { throw new TypeError( format( 'invalid assignment. Must be a number. Value: `%s`.', value ) ); } mu = value; } }); return this; } /** * Degenerate distribution differential entropy. * * @name entropy * @memberof Degenerate.prototype * @type {number} * @see [differential entropy]{@link https://en.wikipedia.org/wiki/Entropy_%28information_theory%29} * * @example * var degenerate = new Degenerate( 20.0 ); * * var v = degenerate.entropy; * // returns 0.0 */ setReadOnlyAccessor( Degenerate.prototype, 'entropy', function get() { return entropy( this.mu ); }); /** * Degenerate distribution expected value. * * @name mean * @memberof Degenerate.prototype * @type {number} * @see [expected value]{@link https://en.wikipedia.org/wiki/Expected_value} * * @example * var degenerate = new Degenerate( 20.0 ); * * var v = degenerate.mean; * // returns 20.0 */ setReadOnlyAccessor( Degenerate.prototype, 'mean', function get() { return mean( this.mu ); }); /** * Degenerate distribution mode. * * @name mode * @memberof Degenerate.prototype * @type {number} * @see [mode]{@link https://en.wikipedia.org/wiki/Mode_%28statistics%29} * * @example * var degenerate = new Degenerate( 20.0 ); * * var v = degenerate.mode; * // returns 20.0 */ setReadOnlyAccessor( Degenerate.prototype, 'mode', function get() { return mode( this.mu ); }); /** * Degenerate distribution median. * * @name median * @memberof Degenerate.prototype * @type {number} * @see [median]{@link https://en.wikipedia.org/wiki/Median} * * @example * var degenerate = new Degenerate( -0.4 ); * * var v = degenerate.median; * // returns -0.4 */ setReadOnlyAccessor( Degenerate.prototype, 'median', function get() { return median( this.mu ); }); /** * Degenerate distribution standard deviation. * * @name stdev * @memberof Degenerate.prototype * @type {PositiveNumber} * @see [standard deviation]{@link https://en.wikipedia.org/wiki/Standard_deviation} * * @example * var degenerate = new Degenerate( 40.0 ); * * var v = degenerate.stdev; * // returns 0.0 */ setReadOnlyAccessor( Degenerate.prototype, 'stdev', function get() { return stdev( this.mu ); }); /** * Degenerate distribution variance. * * @name variance * @memberof Degenerate.prototype * @type {PositiveNumber} * @see [variance]{@link https://en.wikipedia.org/wiki/Variance} * * @example * var degenerate = new Degenerate( 40.0 ); * * var v = degenerate.variance; * // returns 0.0 */ setReadOnlyAccessor( Degenerate.prototype, 'variance', function get() { return variance( this.mu ); }); /** * Evaluates the cumulative distribution function (CDF). * * @name cdf * @memberof Degenerate.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated CDF * @see [cdf]{@link https://en.wikipedia.org/wiki/Cumulative_distribution_function} * * @example * var degenerate = new Degenerate( -0.5 ); * * var v = degenerate.cdf( 1.5 ); * // returns 1.0 */ setReadOnly( Degenerate.prototype, 'cdf', degenerateCDF ); /** * Evaluates the natural logarithm of the cumulative distribution function (logCDF). * * @name logcdf * @memberof Degenerate.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated logCDF * @see [cdf]{@link https://en.wikipedia.org/wiki/Cumulative_distribution_function} * * @example * var degenerate = new Degenerate( 3.0 ); * * var v = degenerate.logcdf( 4.0 ); * // returns 0.0 */ setReadOnly( Degenerate.prototype, 'logcdf', degenerateLogCDF ); /** * Evaluates the natural logarithm of the probability density function (logPDF). * * @name logpdf * @memberof Degenerate.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated logPDF * @see [pdf]{@link https://en.wikipedia.org/wiki/Probability_density_function} * * @example * var degenerate = new Degenerate( -4.0 ); * * var v = degenerate.logpdf( 4.0 ); * // returns -Infinity */ setReadOnly( Degenerate.prototype, 'logpdf', degenerateLogPDF ); /** * Evaluates the natural logarithm of the probability mass function (logPMF). * * @name logpdf * @memberof Degenerate.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated logPMF * @see [pmf]{@link https://en.wikipedia.org/wiki/Probability_mass_function} * * @example * var degenerate = new Degenerate( 20.0 ); * * var v = degenerate.logpmf( 20.0 ); * // returns 0.0 */ setReadOnly( Degenerate.prototype, 'logpmf', degenerateLogPMF ); /** * Evaluates the moment-generating function (MGF). * * @name mgf * @memberof Degenerate.prototype * @type {Function} * @param {number} t - input value * @returns {number} evaluated MGF * @see [mgf]{@link https://en.wikipedia.org/wiki/Moment-generating_function} * * @example * var degenerate = new Degenerate( 2.0 ); * * var v = degenerate.mgf( -3.0 ); * // returns ~0.002 */ setReadOnly( Degenerate.prototype, 'mgf', degenerateMGF ); /** * Evaluates the probability density function (PDF). * * @name pdf * @memberof Degenerate.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated PDF * @see [pmf]{@link https://en.wikipedia.org/wiki/Probability_density_function} * * @example * var degenerate = new Degenerate( 0.2 ); * * var v = degenerate.pdf( 0.2 ); * // returns +Infinity * * v = degenerate.pdf( 0.4 ); * // returns 0.0 */ setReadOnly( Degenerate.prototype, 'pdf', degeneratePDF ); /** * Evaluates the probability mass function (PMF). * * @name pmf * @memberof Degenerate.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated PMF * @see [pmf]{@link https://en.wikipedia.org/wiki/Probability_mass_function} * * @example * var degenerate = new Degenerate( 0.2 ); * * var v = degenerate.pmf( 0.4 ); * // returns 0.0 * * v = degenerate.pmf( 0.2 ); * // returns 1.0 */ setReadOnly( Degenerate.prototype, 'pmf', degeneratePMF ); /** * Evaluates the quantile function. * * @name quantile * @memberof Degenerate.prototype * @type {Function} * @param {Probability} p - input probability * @returns {number} evaluated quantile function * @see [quantile function]{@link https://en.wikipedia.org/wiki/Quantile_function} * * @example * var degenerate = new Degenerate( 0.2 ); * * var v = degenerate.quantile( 0.9 ); * // returns 0.2 */ setReadOnly( Degenerate.prototype, 'quantile', degenerateQuantile ); // EXPORTS // module.exports = Degenerate;