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@stdlib/stats

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Standard library statistical functions.

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/** * @license Apache-2.0 * * Copyright (c) 2022 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 nlogcdf = require( './../../../../../base/dists/normal/logcdf' ); var ln = require( '@stdlib/math/base/special/ln' ); var NINF = require( '@stdlib/constants/float64/ninf' ); // MAIN // /** * Evaluates the natural logarithm of the cumulative distribution function (CDF) for a lognormal distribution with mean `mu` and standard deviation `sigma` at a value `x`. * * @param {number} x - input value * @param {number} mu - mean * @param {NonNegativeNumber} sigma - standard deviation * @returns {number} logarithm of cumulative distribution function * * @example * var y = logcdf( 2.0, 0.0, 1.0 ); * // returns ~-0.2799 * * @example * var y = logcdf( 13.0, 4.0, 2.0 ); * // returns ~-1.442 * * @example * var y = logcdf( NaN, 0.0, 1.0 ); * // returns NaN * * @example * var y = logcdf( 0.0, NaN, 1.0 ); * // returns NaN * * @example * var y = logcdf( 0.0, 0.0, NaN ); * // returns NaN * * @example * // Negative standard deviation: * var y = logcdf( 2.0, 0.0, -1.0 ); * // returns NaN * * @example * var y = logcdf( 2.0, 8.0, 0.0 ); * // returns -Infinity * * @example * var y = logcdf( 8.0, 8.0, 0.0 ); * // returns -Infinity */ function logcdf( x, mu, sigma ) { var lx = ( x <= 0.0 ) ? NINF : ln( x ); return nlogcdf( lx, mu, sigma ); } // EXPORTS // module.exports = logcdf;