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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 isNonNegativeInteger = require( '@stdlib/math/base/assert/is-nonnegative-integer' ); var gammaLogPDF = require( './../../../../../base/dists/gamma/logpdf' ); // MAIN // /** * Evaluates the natural logarithm of the probability density function (PDF) for an Erlang distribution with shape parameter `k` and rate parameter `lambda` at a value `x`. * * @param {number} x - input value * @param {NonNegativeInteger} k - shape parameter * @param {PositiveNumber} lambda - rate parameter * @returns {number} evaluated logPDF * * @example * var y = logpdf( 0.1, 1, 1.0 ); * // returns ~-0.1 * * @example * var y = logpdf( 0.5, 2, 2.5 ); * // returns ~-0.111 * * @example * var y = logpdf( -1.0, 4, 2.0 ); * // returns -Infinity * * @example * var y = logpdf( NaN, 1, 1.0 ); * // returns NaN * * @example * var y = logpdf( 0.0, NaN, 1.0 ); * // returns NaN * * @example * var y = logpdf( 0.0, 1, NaN ); * // returns NaN * * @example * var y = logpdf( 2.0, -2, 0.5 ); * // returns NaN * * @example * var y = logpdf( 2.0, 0.5, 0.5 ); * // returns NaN * * @example * var y = logpdf( 2.0, 0.0, 2.0 ); * // returns -Infinity * * @example * var y = logpdf( 0.0, 0.0, 2.0 ); * // returns Infinity * * @example * var y = logpdf( 2.0, 1, 0.0 ); * // returns NaN * * @example * var y = logpdf( 2.0, 1, -1.0 ); * // returns NaN */ function logpdf( x, k, lambda ) { if ( !isNonNegativeInteger( k ) ) { return NaN; } return gammaLogPDF( x, k, lambda ); } // EXPORTS // module.exports = logpdf;