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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. */ /* eslint-disable no-restricted-syntax, no-invalid-this */ 'use strict'; // MODULES // var defineProperty = require( '@stdlib/utils/define-property' ); var setReadOnly = require( '@stdlib/utils/define-nonenumerable-read-only-property' ); var setReadOnlyAccessor = require( '@stdlib/utils/define-nonenumerable-read-only-accessor' ); var isProbability = require( '@stdlib/assert/is-probability' ).isPrimitive; var entropy = require( './../../../../../base/dists/geometric/entropy' ); var kurtosis = require( './../../../../../base/dists/geometric/kurtosis' ); var mean = require( './../../../../../base/dists/geometric/mean' ); var median = require( './../../../../../base/dists/geometric/median' ); var mode = require( './../../../../../base/dists/geometric/mode' ); var skewness = require( './../../../../../base/dists/geometric/skewness' ); var stdev = require( './../../../../../base/dists/geometric/stdev' ); var variance = require( './../../../../../base/dists/geometric/variance' ); var cdf = require( './../../../../../base/dists/geometric/cdf' ); var logcdf = require( './../../../../../base/dists/geometric/logcdf' ); var logpmf = require( './../../../../../base/dists/geometric/logpmf' ); var mgf = require( './../../../../../base/dists/geometric/mgf' ); var pmf = require( './../../../../../base/dists/geometric/pmf' ); var quantile = require( './../../../../../base/dists/geometric/quantile' ); var format = require( '@stdlib/string/format' ); // FUNCTIONS // /** * Evaluates the cumulative distribution function (CDF). * * @private * @param {number} x - input value * @returns {number} evaluated CDF */ function geometricCDF( x ) { return cdf( x, this.p ); } /** * Evaluates the natural logarithm of the cumulative distribution function (CDF). * * @private * @param {number} x - input value * @returns {number} evaluated logCDF */ function geometricLogCDF( x ) { return logcdf( x, this.p ); } /** * Evaluates the natural logarithm of the probability mass function (PMF). * * @private * @param {number} x - input value * @returns {number} evaluated logPMF */ function geometricLogPMF( x ) { return logpmf( x, this.p ); } /** * Evaluates the moment-generating function (MGF). * * @private * @param {number} t - input value * @returns {number} evaluated MGF */ function geometricMGF( t ) { return mgf( t, this.p ); } /** * Evaluates the probability mass function (PMF). * * @private * @param {number} x - input value * @returns {number} evaluated PMF */ function geometricPMF( x ) { return pmf( x, this.p ); } /** * Evaluates the quantile function. * * @private * @param {Probability} p - input probability * @returns {number} evaluated quantile function */ function geometricQuantile( p ) { return quantile( p, this.p ); } // MAIN // /** * Geometric distribution constructor. * * @constructor * @param {Probability} [p=0.5] - success probability * @throws {TypeError} `p` must be a probability * @returns {Geometric} distribution instance * * @example * var geometric = new Geometric(); * * var y = geometric.cdf( 1.8 ); * // returns 0.75 * * var v = geometric.mode; * // returns 0.0 */ function Geometric() { var p; if ( !(this instanceof Geometric) ) { if ( arguments.length === 0 ) { return new Geometric(); } return new Geometric( arguments[ 0 ] ); } if ( arguments.length ) { p = arguments[ 0 ]; if ( !isProbability( p ) ) { throw new TypeError( format( 'invalid argument. Mean parameter `%s` must be a probability. Value: `%s`.', 'p', p ) ); } } else { p = 0.5; } defineProperty( this, 'p', { 'configurable': false, 'enumerable': true, 'get': function get() { return p; }, 'set': function set( value ) { if ( !isProbability( value ) ) { throw new TypeError( format( 'invalid assignment. Must be a probability. Value: `%s`.', value ) ); } p = value; } }); return this; } /** * Geometric distribution differential entropy. * * @name entropy * @memberof Geometric.prototype * @type {number} * @see [differential entropy]{@link https://en.wikipedia.org/wiki/Entropy_%28information_theory%29} * * @example * var geometric = new Geometric( 0.4 ); * * var v = geometric.entropy; * // returns ~1.683 */ setReadOnlyAccessor( Geometric.prototype, 'entropy', function get() { return entropy( this.p ); }); /** * Geometric distribution excess kurtosis. * * @name kurtosis * @memberof Geometric.prototype * @type {number} * @see [kurtosis]{@link https://en.wikipedia.org/wiki/Kurtosis} * * @example * var geometric = new Geometric( 0.4 ); * * var v = geometric.kurtosis; * // returns ~6.267 */ setReadOnlyAccessor( Geometric.prototype, 'kurtosis', function get() { return kurtosis( this.p ); }); /** * Geometric distribution expected value. * * @name mean * @memberof Geometric.prototype * @type {number} * @see [expected value]{@link https://en.wikipedia.org/wiki/Expected_value} * * @example * var geometric = new Geometric( 0.4 ); * * var v = geometric.mean; * // returns ~1.5 */ setReadOnlyAccessor( Geometric.prototype, 'mean', function get() { return mean( this.p ); }); /** * Geometric distribution median. * * @name median * @memberof Geometric.prototype * @type {number} * @see [median]{@link https://en.wikipedia.org/wiki/Median} * * @example * var geometric = new Geometric( 0.4 ); * * var v = geometric.median; * // returns 1.0 */ setReadOnlyAccessor( Geometric.prototype, 'median', function get() { return median( this.p ); }); /** * Geometric distribution mode. * * @name mode * @memberof Geometric.prototype * @type {number} * @see [mode]{@link https://en.wikipedia.org/wiki/Mode_%28statistics%29} * * @example * var geometric = new Geometric( 0.4 ); * * var v = geometric.mode; * // returns 0.0 */ setReadOnlyAccessor( Geometric.prototype, 'mode', function get() { return mode( this.p ); }); /** * Geometric distribution skewness. * * @name skewness * @memberof Geometric.prototype * @type {number} * @see [skewness]{@link https://en.wikipedia.org/wiki/Skewness} * * @example * var geometric = new Geometric( 0.4 ); * * var v = geometric.skewness; * // returns ~2.066 */ setReadOnlyAccessor( Geometric.prototype, 'skewness', function get() { return skewness( this.p ); }); /** * Geometric distribution standard deviation. * * @name stdev * @memberof Geometric.prototype * @type {PositiveNumber} * @see [standard deviation]{@link https://en.wikipedia.org/wiki/Standard_deviation} * * @example * var geometric = new Geometric( 0.4 ); * * var v = geometric.stdev; * // returns ~1.936 */ setReadOnlyAccessor( Geometric.prototype, 'stdev', function get() { return stdev( this.p ); }); /** * Geometric distribution variance. * * @name variance * @memberof Geometric.prototype * @type {PositiveNumber} * @see [variance]{@link https://en.wikipedia.org/wiki/Variance} * * @example * var geometric = new Geometric( 0.4 ); * * var v = geometric.variance; * // returns ~3.75 */ setReadOnlyAccessor( Geometric.prototype, 'variance', function get() { return variance( this.p ); }); /** * Evaluates the cumulative distribution function (CDF). * * @name cdf * @memberof Geometric.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated CDF * @see [cdf]{@link https://en.wikipedia.org/wiki/Cumulative_distribution_function} * * @example * var geometric = new Geometric( 0.2 ); * * var v = geometric.cdf( 1.5 ); * // returns ~0.36 */ setReadOnly( Geometric.prototype, 'cdf', geometricCDF ); /** * Evaluates the natural logarithm of the cumulative distribution function (logCDF). * * @name logcdf * @memberof Geometric.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated logCDF * @see [cdf]{@link https://en.wikipedia.org/wiki/Cumulative_distribution_function} * * @example * var geometric = new Geometric( 0.2 ); * * var v = geometric.logcdf( 1.5 ); * // returns ~-1.022 */ setReadOnly( Geometric.prototype, 'logcdf', geometricLogCDF ); /** * Evaluates the natural logarithm of the probability mass function (logPMF). * * @name logpdf * @memberof Geometric.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated logPMF * @see [pmf]{@link https://en.wikipedia.org/wiki/Probability_mass_function} * * @example * var geometric = new Geometric( 0.2 ); * * var v = geometric.logpmf( 2.0 ); * // returns ~-2.056 */ setReadOnly( Geometric.prototype, 'logpmf', geometricLogPMF ); /** * Evaluates the moment-generating function (MGF). * * @name mgf * @memberof Geometric.prototype * @type {Function} * @param {number} t - input value * @returns {number} evaluated MGF * @see [mgf]{@link https://en.wikipedia.org/wiki/Moment-generating_function} * * @example * var geometric = new Geometric( 0.2 ); * * var v = geometric.mgf( 0.1 ); * // returns ~1.908 */ setReadOnly( Geometric.prototype, 'mgf', geometricMGF ); /** * Evaluates the probability mass function (PMF). * * @name pmf * @memberof Geometric.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated PMF * @see [pmf]{@link https://en.wikipedia.org/wiki/Probability_mass_function} * * @example * var geometric = new Geometric( 0.2 ); * * var v = geometric.pmf( 2.0 ); * // returns ~0.128 * * v = geometric.pmf( 0.8 ); * // returns 0.0 */ setReadOnly( Geometric.prototype, 'pmf', geometricPMF ); /** * Evaluates the quantile function. * * @name quantile * @memberof Geometric.prototype * @type {Function} * @param {Probability} p - input probability * @returns {number} evaluated quantile function * @see [quantile function]{@link https://en.wikipedia.org/wiki/Quantile_function} * * @example * var geometric = new Geometric( 0.2 ); * * var v = geometric.quantile( 0.5 ); * // returns 3.0 */ setReadOnly( Geometric.prototype, 'quantile', geometricQuantile ); // EXPORTS // module.exports = Geometric;