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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 pow = require( '@stdlib/math/base/special/pow' ); var ln = require( '@stdlib/math/base/special/ln' ); var NINF = require( '@stdlib/constants/float64/ninf' ); // MAIN // /** * Evaluates the natural logarithm of the cumulative distribution function (CDF) for a Kumaraswamy's double bounded distribution with first shape parameter `a` and second shape parameter `b` at a value `x`. * * @param {number} x - input value * @param {PositiveNumber} a - first shape parameter * @param {PositiveNumber} b - second shape parameter * @returns {number} evaluated logCDF * * @example * var y = logcdf( 0.5, 1.0, 1.0 ); * // returns ~-0.693 * * @example * var y = logcdf( 0.5, 2.0, 4.0 ); * // returns ~-0.38 * * @example * var y = logcdf( 0.2, 2.0, 2.0 ); * // returns ~-2.546 * * @example * var y = logcdf( 0.8, 4.0, 4.0 ); * // returns ~-0.13 * * @example * var y = logcdf( -0.5, 4.0, 2.0 ); * // returns -Infinity * * @example * var y = logcdf( 1.5, 4.0, 2.0 ); * // returns 0.0 * * @example * var y = logcdf( 2.0, -1.0, 0.5 ); * // returns NaN * * @example * var y = logcdf( 2.0, 0.5, -1.0 ); * // returns NaN * * @example * var y = logcdf( NaN, 1.0, 1.0 ); * // returns NaN * * @example * var y = logcdf( 0.0, NaN, 1.0 ); * // returns NaN * * @example * var y = logcdf( 0.0, 1.0, NaN ); * // returns NaN */ function logcdf( x, a, b ) { if ( isnan( x ) || isnan( a ) || isnan( b ) || a <= 0.0 || b <= 0.0 ) { return NaN; } if ( x <= 0.0 ) { return NINF; } if ( x >= 1.0 ) { return 0.0; } return ln( 1.0 - pow( 1.0 - pow( x, a ), b ) ); } // EXPORTS // module.exports = logcdf;