@stdlib/stats
Version:
Standard library statistical functions.
79 lines (69 loc) • 1.84 kB
JavaScript
/**
* @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;