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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 isnan = require( '@stdlib/math/base/assert/is-nan' ); var constantFunction = require( '@stdlib/utils/constant-function' ); var pow = require( '@stdlib/math/base/special/pow' ); // MAIN // /** * Returns a function for evaluating the moment-generating function (MGF) of an Erlang distribution with shape parameter `k` and rate parameter `lambda`. * * @param {NonNegativeInteger} k - shape parameter * @param {PositiveNumber} lambda - rate parameter * @returns {Function} MGF * * @example * var mgf = factory( 2, 0.5 ); * * var y = mgf( 0.2 ); * // returns ~2.778 * * y = mgf( -0.5 ); * // returns 0.25 */ function factory( k, lambda ) { if ( !isNonNegativeInteger( k ) || isnan( lambda ) || lambda < 0.0 ) { return constantFunction( NaN ); } return mgf; /** * Evaluates the moment-generating function (MGF) for an Erlang distribution. * * @private * @param {number} t - input value * @returns {number} evaluated MGF * * @example * var y = mgf( 0.5 ); * // returns <number> */ function mgf( t ) { if ( isnan( t ) || t >= lambda ) { return NaN; } return pow( 1.0 - (t/lambda), -k ); } } // EXPORTS // module.exports = factory;