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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 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 // /** * Evaluates the moment-generating function (MGF) of a discrete uniform distribution with minimum support `a` and maximum support `b` at a value `t`. * * @param {number} t - input value * @param {integer} a - minimum support * @param {integer} b - maximum support * @returns {number} evaluated MGF * * @example * var y = mgf( 2.0, 0, 4 ); * // returns ~689.475 * * @example * var y = mgf( -0.2, 0, 4 ); * // returns ~0.697 * * @example * var y = mgf( 2.0, 0, 1 ); * // returns ~4.195 * * @example * var y = mgf( 0.5, 3, 3 ); * // returns ~4.482 * * @example * var y = mgf( 0.5, 3, 2 ); * // returns NaN * * @example * var y = mgf( NaN, 0, 1 ); * // returns NaN * * @example * var y = mgf( 0.0, NaN, 1 ); * // returns NaN * * @example * var y = mgf( 0.0, 0, NaN ); * // returns NaN */ function mgf( t, a, b ) { var ret; var n; if ( isnan( t ) || isnan( a ) || isnan( b ) || !isInteger( a ) || !isInteger( b ) || a > b ) { return NaN; } if ( t === 0.0 ) { return 1.0; } // Case: t not equal to zero n = b - a + 1; ret = exp( t*a ) * expm1( t*n ); ret /= n * expm1( t ); return ret; } // EXPORTS // module.exports = mgf;