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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 isnan = require( '@stdlib/math/base/assert/is-nan' ); var abs = require( '@stdlib/math/base/special/abs' ); var exp = require( '@stdlib/math/base/special/exp' ); var pow = require( '@stdlib/math/base/special/pow' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var PINF = require( '@stdlib/constants/float64/pinf' ); // MAIN // /** * Evaluates the probability density function (PDF) for a logistic distribution with location parameter `mu` and scale parameter `s` at a value `x`. * * @param {number} x - input value * @param {number} mu - location parameter * @param {NonNegativeNumber} s - scale parameter * @returns {number} evaluated PDF * * @example * var y = pdf( 2.0, 0.0, 1.0 ); * // returns ~0.105 * * @example * var y = pdf( -1.0, 4.0, 2.0 ); * // returns ~0.035 * * @example * var y = pdf( NaN, 0.0, 1.0 ); * // returns NaN * * @example * var y = pdf( 0.0, NaN, 1.0 ); * // returns NaN * * @example * var y = pdf( 0.0, 0.0, NaN ); * // returns NaN * * @example * // Negative scale parameter: * var y = pdf( 2.0, 0.0, -1.0 ); * // returns NaN * * @example * var y = pdf( 2.0, 8.0, 0.0 ); * // returns 0.0 * * @example * var y = pdf( 8.0, 8.0, 0.0 ); * // returns Infinity */ function pdf( x, mu, s ) { var ez; var z; if ( isnan( x ) || isnan( mu ) || isnan( s ) || s < 0.0 ) { return NaN; } if ( x === NINF ) { return 0.0; } if ( s === 0.0 ) { return ( x === mu ) ? PINF : 0.0; } z = abs( ( x - mu ) / s ); ez = exp( -z ); return ez / ( s * pow( 1.0 + ez, 2.0 ) ); } // EXPORTS // module.exports = pdf;