@stdlib/stats
Version:
Standard library statistical functions.
83 lines (73 loc) • 1.8 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 gamma = require( '@stdlib/math/base/special/gamma' );
var PINF = require( '@stdlib/constants/float64/pinf' );
// MAIN //
/**
* Returns the expected value for a Fréchet distribution with shape `alpha`, scale `s`, and location `m`.
*
* @param {PositiveNumber} alpha - shape parameter
* @param {PositiveNumber} s - scale parameter
* @param {number} m - location parameter
* @returns {number} mean
*
* @example
* var y = mean( 5.0, 2.0, 0.0 );
* // returns ~2.328
*
* @example
* var y = mean( 5.0, 2.0, -4.0 );
* // returns ~-1.672
*
* @example
* var y = mean( 1.0, 1.0, 0.0 );
* // returns Infinity
*
* @example
* var y = mean( NaN, 1.0, 0.0 );
* // returns NaN
*
* @example
* var y = mean( 1.0, NaN, 0.0 );
* // returns NaN
*
* @example
* var y = mean( 1.0, 1.0, NaN );
* // returns NaN
*/
function mean( alpha, s, m ) {
if (
isnan( alpha ) ||
isnan( s ) ||
isnan( m ) ||
alpha <= 0.0 ||
s <= 0.0
) {
return NaN;
}
if ( alpha <= 1.0 ) {
// Case: 0 < alpha <= 1
return PINF;
}
return m + ( s * gamma( 1.0 - (1.0/alpha) ) );
}
// EXPORTS //
module.exports = mean;