@stdlib/stats
Version:
Standard library statistical functions.
82 lines (72 loc) • 1.81 kB
JavaScript
/**
* @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.
*/
;
// MODULES //
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var ln = require( '@stdlib/math/base/special/ln' );
var NINF = require( '@stdlib/constants/float64/ninf' );
var PINF = require( '@stdlib/constants/float64/pinf' );
// MAIN //
/**
* Evaluates the natural logarithm of the probability density function (PDF) for an exponential distribution with rate parameter `lambda` at a value `x`.
*
* @param {number} x - input value
* @param {PositiveNumber} lambda - rate parameter
* @returns {number} evaluated logPDF
*
* @example
* var y = logpdf( 0.3, 4.0 );
* // returns ~0.186
*
* @example
* var y = logpdf( 2.0, 0.7 );
* // returns ~-1.757
*
* @example
* var y = logpdf( -1.0, 0.5 );
* // returns -Infinity
*
* @example
* var y = logpdf( 0, NaN );
* // returns NaN
*
* @example
* var y = logpdf( NaN, 2.0 );
* // returns NaN
*
* @example
* // Negative rate:
* var y = logpdf( 2.0, -1.0 );
* // returns NaN
*/
function logpdf( x, lambda ) {
if (
isnan( x ) ||
isnan( lambda ) ||
lambda < 0.0 ||
lambda === PINF
) {
return NaN;
}
if ( x < 0.0 ) {
return NINF;
}
return ( -x*lambda ) + ln( lambda );
}
// EXPORTS //
module.exports = logpdf;