UNPKG

@stdlib/stats

Version:

Standard library statistical functions.

80 lines (70 loc) 1.65 kB
/** * @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 sqrt = require( '@stdlib/math/base/special/sqrt' ); // MAIN // /** * Returns the skewness of an inverse gamma distribution. * * @param {PositiveNumber} alpha - shape parameter * @param {PositiveNumber} beta - rate parameter * @returns {PositiveNumber} skewness * * @example * var v = skewness( 4.0, 12.0 ); * // returns ~5.657 * * @example * var v = skewness( 8.0, 2.0 ); * // returns ~1.96 * * @example * var v = skewness( 2.0, 1.0 ); * // returns NaN * * @example * var v = skewness( 4.0, -0.1 ); * // returns NaN * * @example * var v = skewness( -0.1, 1.0 ); * // returns NaN * * @example * var v = skewness( 4.0, NaN ); * // returns NaN * * @example * var v = skewness( NaN, 2.0 ); * // returns NaN */ function skewness( alpha, beta ) { if ( isnan( alpha ) || isnan( beta ) || alpha <= 3.0 || beta <= 0.0 ) { return NaN; } return 4.0 * sqrt( alpha - 2.0 ) / ( alpha - 3.0 ); } // EXPORTS // module.exports = skewness;