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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 betainc = require( '@stdlib/math/base/special/betainc' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var floor = require( '@stdlib/math/base/special/floor' ); var PINF = require( '@stdlib/constants/float64/pinf' ); // MAIN // /** * Returns a function for evaluating the cumulative distribution function (CDF) for a negative binomial distribution with number of successes until experiment is stopped `r` and success probability `p`. * * @param {PositiveNumber} r - number of successes until experiment is stopped * @param {Probability} p - success probability * @returns {Function} CDF * * @example * var cdf = factory( 10, 0.5 ); * var y = cdf( 3.0 ); * // returns ~0.046 * * y = cdf( 11.0 ); * // returns ~0.668 */ function factory( r, p ) { if ( isnan( r ) || isnan( p ) || r <= 0.0 || p < 0.0 || p > 1.0 ) { return constantFunction( NaN ); } return cdf; /** * Evaluates the cumulative distribution function (CDF) for a negative binomial distribution. * * @private * @param {number} x - input value * @returns {Probability} evaluated CDF */ function cdf( x ) { var xint; if ( isnan( x ) ) { return NaN; } if ( x < 0.0 ) { return 0.0; } if ( x === PINF ) { return 1.0; } // Ensure left-continuity: xint = floor( x + 1e-7 ); return betainc( p, r, xint + 1.0 ); } } // EXPORTS // module.exports = factory;