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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 normalCDF = require( './../../../../../base/dists/normal/cdf' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var ln = require( '@stdlib/math/base/special/ln' ); // MAIN // /** * Returns a function for evaluating the cumulative distribution function (CDF) for a lognormal distribution with location parameter `mu` and scale parameter `sigma`. * * @param {number} mu - location parameter * @param {PositiveNumber} sigma - scale parameter * @returns {Function} CDF * * @example * var cdf = factory( 3.0, 1.5 ); * * var y = cdf( 1.0 ); * // returns ~0.023 * * y = cdf( 4.0 ); * // returns ~0.141 */ function factory( mu, sigma ) { if ( isnan( mu ) || isnan( sigma ) || sigma <= 0.0 ) { return constantFunction( NaN ); } return cdf; /** * Evaluates the cumulative distribution function (CDF) for a lognormal distribution. * * @private * @param {number} x - input value * @returns {Probability} evaluated CDF * * @example * var y = cdf( 2.0 ); * // returns <number> */ function cdf( x ) { if ( isnan( x ) ) { return NaN; } if ( x <= 0.0 ) { return 0.0; } return normalCDF( ln(x), mu, sigma ); } } // EXPORTS // module.exports = factory;