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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 constantFunction = require( '@stdlib/utils/constant-function' ); 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 // /** * Returns a function for evaluating the natural logarithm of the probability density function (PDF) for a Kumaraswamy's double bounded distribution with first shape parameter `a` and second shape parameter `b`. * * @param {PositiveNumber} a - first shape parameter * @param {PositiveNumber} b - second shape parameter * @returns {Function} logPDF * * @example * var logpdf = factory( 0.5, 0.5 ); * * var y = logpdf( 0.8 ); * // returns ~-0.151 * * y = logpdf( 0.3 ); * // returns ~-0.388 */ function factory( a, b ) { if ( isnan( a ) || isnan( b ) || a <= 0.0 || b <= 0.0 ) { return constantFunction( NaN ); } return logpdf; /** * Evaluates the natural logarithm of the probability density function (PDF) for a Kumaraswamy's double bounded distribution. * * @private * @param {number} x - input value * @returns {number} evaluated logPDF * * @example * var y = logpdf( 2.0 ); * // returns <number> */ function logpdf( x ) { var out; if ( isnan( x ) ) { return NaN; } if ( x <= 0.0 || x >= 1.0 ) { return NINF; } out = ln( a*b ); out += ( a - 1.0 ) * ln( x ); out += ( b - 1.0 ) * ln( 1.0 - pow( x, a ) ); return out; } } // EXPORTS // module.exports = factory;