UNPKG

@stdlib/stats

Version:

Standard library statistical functions.

79 lines (69 loc) 1.84 kB
/** * @license Apache-2.0 * * Copyright (c) 2021 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 cdf = require( './../../../../../base/dists/gamma/cdf' ); var ln = require( '@stdlib/math/base/special/ln' ); // MAIN // /** * Evaluates the logarithm of the cumulative distribution function (CDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta` at a value `x`. * * @param {number} x - input value * @param {NonNegativeNumber} alpha - shape parameter * @param {PositiveNumber} beta - rate parameter * @returns {number} evaluated logCDF * * @example * var y = logcdf( 2.0, 0.5, 1.0 ); * // returns ~-0.047 * * @example * var y = logcdf( 0.1, 1.0, 1.0 ); * // returns ~-2.352 * * @example * var y = logcdf( -1.0, 4.0, 2.0 ); * // returns -Infinity * * @example * var y = logcdf( NaN, 0.6, 1.0 ); * // returns NaN * * @example * var y = logcdf( 0.0, NaN, 1.0 ); * // returns NaN * * @example * var y = logcdf( 0.0, 1.0, NaN ); * // returns NaN * * @example * // Negative shape parameter: * var y = logcdf( 2.0, -1.0, 1.0 ); * // returns NaN * * @example * // Negative rate parameter: * var y = logcdf( 2.0, 1.0, -1.0 ); * // returns NaN */ function logcdf( x, alpha, beta ) { return ln( cdf( x, alpha, beta ) ); } // EXPORTS // module.exports = logcdf;