@stdlib/stats
Version:
Standard library statistical functions.
84 lines (73 loc) • 1.88 kB
JavaScript
/**
* @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.
*/
;
// 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 exp = require( '@stdlib/math/base/special/exp' );
// MAIN //
/**
* Returns a function for evaluating 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} PDF
*
* @example
* var pdf = factory( 10.0, 2.0 );
*
* var y = pdf( 10.0 );
* // returns 0.25
*
* y = pdf( 5.0 );
* // returns ~0.021
*
* y = pdf( 12.0 );
* // returns ~0.092
*/
function factory( mu, b ) {
if (
isnan( mu ) ||
isnan( b ) ||
b <= 0.0
) {
return constantFunction( NaN );
}
return pdf;
/**
* Evaluates the probability density function (PDF) for a Laplace distribution.
*
* @private
* @param {number} x - input value
* @returns {number} evaluated PDF
*
* var y = pdf( -3.14 );
* // returns <number>
*/
function pdf( x ) {
var z;
if ( isnan( x ) ) {
return NaN;
}
z = ( x - mu ) / b;
return 0.5 * exp( -abs( z ) ) / b;
}
}
// EXPORTS //
module.exports = factory;