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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 degenerate = require( './../../../../../base/dists/degenerate/logpdf' ).factory; var isnan = require( '@stdlib/math/base/assert/is-nan' ); var log1p = require( '@stdlib/math/base/special/log1p' ); var abs = require( '@stdlib/math/base/special/abs' ); var exp = require( '@stdlib/math/base/special/exp' ); var ln = require( '@stdlib/math/base/special/ln' ); var NINF = require( '@stdlib/constants/float64/ninf' ); // MAIN // /** * Returns a function for evaluating the logarithm of the probability density function (PDF) for a logistic distribution. * * @param {number} mu - location parameter * @param {NonNegativeNumber} s - scale parameter * @returns {Function} logPDF * * @example * var logpdf = factory( 10.0, 2.0 ); * var y = logpdf( 10.0 ); * // returns ~-2.079 * * y = logpdf( 5.0 ); * // returns ~-3.351 */ function factory( mu, s ) { var ls; if ( isnan( mu ) || isnan( s ) || s < 0.0 ) { return constantFunction( NaN ); } if ( s === 0.0 ) { return degenerate( mu ); } ls = ln( s ); return logpdf; /** * Evaluates the logarithm of the probability density function (PDF) for a logistic distribution. * * @private * @param {number} x - input value * @returns {number} evaluated logPDF * * @example * var y = logpdf( -1.2 ); * // returns <number> */ function logpdf( x ) { var az; var z; if ( isnan( x ) ) { return NaN; } if ( x === NINF ) { return NINF; } z = ( x - mu ) / s; az = -abs( z ); return az - (2.0 * log1p( exp( az ) )) - ls; } } // EXPORTS // module.exports = factory;