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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. --> # Logarithm of Cumulative Distribution Function > Evaluate the natural logarithm of the cumulative distribution function (CDF) for a [normal][normal-distribution] distribution. <section class="intro"> </section> <!-- /.intro --> <section class="usage"> ## Usage ```javascript var logcdf = require( '@stdlib/stats/base/dists/normal/logcdf' ); ``` #### logcdf( x, mu, sigma ) Evaluates the natural logarithm of the [cumulative distribution function][cdf] (CDF) for a [normal][normal-distribution] distribution with parameters `mu` (mean) and `sigma` (standard deviation). ```javascript var y = logcdf( 2.0, 0.0, 1.0 ); // returns ~-0.023 y = logcdf( -1.0, 4.0, 2.0 ); // returns ~-5.082 ``` If provided `NaN` as any argument, the function returns `NaN`. ```javascript var y = logcdf( NaN, 0.0, 1.0 ); // returns NaN y = logcdf( 0.0, NaN, 1.0 ); // returns NaN y = logcdf( 0.0, 0.0, NaN ); // returns NaN ``` If provided `sigma < 0`, the function returns `NaN`. ```javascript var y = logcdf( 2.0, 0.0, -1.0 ); // returns NaN ``` If provided `sigma = 0`, the function evaluates the natural logarithm of the [CDF][cdf] of a [degenerate distribution][degenerate-distribution] centered at `mu`. ```javascript var y = logcdf( 2.0, 8.0, 0.0 ); // returns -Infinity y = logcdf( 8.0, 8.0, 0.0 ); // returns 0.0 y = logcdf( 10.0, 8.0, 0.0 ); // returns 0.0 ``` #### logcdf.factory( mu, sigma ) Returns a `function` for evaluating the [cumulative distribution function][cdf] (CDF) of a [normal][normal-distribution] distribution with parameters `mu` (mean) and `sigma` (standard deviation). ```javascript var mylogcdf = logcdf.factory( 10.0, 2.0 ); var y = mylogcdf( 10.0 ); // returns ~-0.693 y = mylogcdf( 5.0 ); // returns ~-5.082 ``` </section> <!-- /.usage --> <section class="examples"> ## Examples <!-- eslint no-undef: "error" --> ```javascript var randu = require( '@stdlib/random/base/randu' ); var logcdf = require( '@stdlib/stats/base/dists/normal/logcdf' ); var sigma; var mu; var x; var y; var i; for ( i = 0; i < 10; i++ ) { x = randu() * 10.0; mu = (randu() * 10.0) - 5.0; sigma = randu() * 20.0; y = logcdf( x, mu, sigma ); console.log( 'x: %d, µ: %d, σ: %d, ln(F(x;µ,σ)): %d', x, mu, sigma, y ); } ``` </section> <!-- /.examples --> <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> <section class="related"> </section> <!-- /.related --> <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="links"> [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function [normal-distribution]: https://en.wikipedia.org/wiki/Normal_distribution [degenerate-distribution]: https://en.wikipedia.org/wiki/Degenerate_distribution </section> <!-- /.links -->