UNPKG

@stdlib/stats

Version:

Standard library statistical functions.

85 lines (74 loc) 1.97 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 constantFunction = require( '@stdlib/utils/constant-function' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var abs = require( '@stdlib/math/base/special/abs' ); var ln = require( '@stdlib/math/base/special/ln' ); // MAIN // /** * Returns a function for evaluating the logarithm of the probability density function (PDF) for a Laplace distribution with location parameter `mu` and scale parameter `b`. * * @param {number} mu - location parameter * @param {PositiveNumber} b - scale parameter * @returns {Function} logPDF * * @example * var logpdf = factory( 10.0, 2.0 ); * * var y = logpdf( 10.0 ); * // returns ~-1.386 * * y = logpdf( 5.0 ); * // returns ~-3.886 * * y = logpdf( 12.0 ); * // returns ~-2.386 */ function factory( mu, b ) { if ( isnan( mu ) || isnan( b ) || b <= 0.0 ) { return constantFunction( NaN ); } return logpdf; /** * Evaluates the logarithm of the probability density function (PDF) for a Laplace distribution. * * @private * @param {number} x - input value * @returns {number} evaluated logarithm of PDF * * @example * var y = logpdf( -3.14 ); * // returns <number> */ function logpdf( x ) { var z; if ( isnan( x ) ) { return NaN; } z = ( x - mu ) / b; return -( abs( z ) + ln( 2.0 * b ) ); } } // EXPORTS // module.exports = factory;