@stdlib/stats
Version:
Standard library statistical functions.
91 lines (80 loc) • 2.26 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 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;