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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 isnan = require( '@stdlib/math/base/assert/is-nan' ); var floor = require( '@stdlib/math/base/special/floor' ); var log1p = require( '@stdlib/math/base/special/log1p' ); var pow = require( '@stdlib/math/base/special/pow' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var PINF = require( '@stdlib/constants/float64/pinf' ); // MAIN // /** * Evaluates the logarithm of the cumulative distribution function (CDF) for a geometric distribution with success probability `p` at a value `x`. * * @param {number} x - input value * @param {Probability} p - success probability * @returns {number} evaluated logCDF * * @example * var y = logcdf( 2.0, 0.5 ); * // returns ~-0.134 * * @example * var y = logcdf( 2.0, 0.1 ); * // returns ~-1.306 * * @example * var y = logcdf( -1.0, 0.5 ); * // returns -Infinity * * @example * var y = logcdf( NaN, 0.5 ); * // returns NaN * * @example * var y = logcdf( 0.0, NaN ); * // returns NaN * * @example * // Invalid probability * var y = logcdf( 2.0, 1.4 ); * // returns NaN */ function logcdf( x, p ) { if ( isnan( x ) || isnan( p ) || p < 0.0 || p > 1.0 ) { return NaN; } if ( x < 0.0 ) { return NINF; } if ( x === PINF ) { return 0.0; } x = floor( x ); return log1p( -pow( 1.0 - p, x + 1.0 ) ); } // EXPORTS // module.exports = logcdf;