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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 constantFunction = require( '@stdlib/utils/constant-function' ); var degenerate = require( './../../../../../base/dists/degenerate/logpdf' ).factory; 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' ); var gammaDeriv = require( './gamma_p_derivative.js' ); // MAIN // /** * Returns a function for evaluating the logarithm of the probability density function (PDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta`. * * @param {NonNegativeNumber} alpha - shape parameter * @param {PositiveNumber} beta - rate parameter * @returns {Function} logPDF * * @example * var logpdf = factory( 3.0, 1.5 ); * * var y = logpdf( 1.0 ); * // returns ~-0.977 * * y = logpdf( 4.0 ); * // returns ~-2.704 */ function factory( alpha, beta ) { if ( isnan( alpha ) || isnan( beta ) || alpha < 0.0 || beta <= 0.0 ) { return constantFunction( NaN ); } if ( alpha === 0.0 ) { return degenerate( 0.0 ); } return logpdf; /** * Evaluates the logarithm of the probability density function (PDF) for a gamma distribution. * * @private * @param {number} x - input value * @returns {number} evaluated logPDF * * @example * var y = logpdf( -1.2 ); * // returns <number> */ function logpdf( x ) { if ( isnan( x ) ) { return NaN; } if ( x < 0.0 || x === PINF ) { return NINF; } return ln( gammaDeriv( alpha, x * beta ) ) + ln( beta ); } } // EXPORTS // module.exports = factory;