@stdlib/stats
Version:
Standard library statistical functions.
88 lines (77 loc) • 2.07 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 constantFunction = require( '@stdlib/utils/constant-function' );
var degenerate = require( './../../../../../base/dists/degenerate/pdf' ).factory;
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var PINF = require( '@stdlib/constants/float64/pinf' );
var gammaDeriv = require( './gamma_p_derivative.js' );
// MAIN //
/**
* Returns a function for evaluating 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} PDF
*
* @example
* var pdf = factory( 3.0, 1.5 );
*
* var y = pdf( 1.0 );
* // returns ~0.377
*
* y = pdf( 4.0 );
* // returns ~0.067
*/
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 pdf;
/**
* Evaluates the probability density function (PDF) for a gamma distribution.
*
* @private
* @param {number} x - input value
* @returns {number} evaluated PDF
*
* @example
* var y = pdf( -1.2 );
* // returns <number>
*/
function pdf( x ) {
if ( isnan( x ) ) {
return NaN;
}
if ( x < 0.0 || x === PINF ) {
return 0.0;
}
return gammaDeriv( alpha, x * beta ) * beta;
}
}
// EXPORTS //
module.exports = factory;