UNPKG

@stdlib/stats

Version:

Standard library statistical functions.

91 lines (80 loc) 2.07 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 isInteger = require( '@stdlib/math/base/assert/is-integer' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var expm1 = require( '@stdlib/math/base/special/expm1' ); var exp = require( '@stdlib/math/base/special/exp' ); // MAIN // /** * Returns a function for evaluating the moment-generating function (MGF) of a discrete uniform distribution with minimum support `a` and maximum support `b`. * * @param {integer} a - minimum support * @param {integer} b - maximum support * @returns {Function} MGF * * @example * var mgf = factory( 6, 7 ); * var y = mgf( 0.1 ); * // returns ~1.918 * * y = mgf( 1.1 ); * // returns ~1471.722 */ function factory( a, b ) { var n; if ( isnan( a ) || isnan( b ) || !isInteger( a ) || !isInteger( b ) || a > b ) { return constantFunction( NaN ); } n = b - a + 1; return mgf; /** * Evaluates the moment-generating function (MGF) of a discrete uniform distribution. * * @private * @param {number} t - input value * @returns {number} evaluated MGF * * @example * var y = mgf( 0.5 ); * // returns <number> */ function mgf( t ) { var ret; if ( isnan( t ) ) { return NaN; } if ( t === 0.0 ) { return 1.0; } // Case: t not equal to zero ret = exp( t*a ) * expm1( t*n ); ret /= n * expm1( t ); return ret; } } // EXPORTS // module.exports = factory;