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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. */ /* eslint-disable no-restricted-syntax, no-invalid-this */ 'use strict'; // MODULES // var defineProperty = require( '@stdlib/utils/define-property' ); var setReadOnly = require( '@stdlib/utils/define-nonenumerable-read-only-property' ); var setReadOnlyAccessor = require( '@stdlib/utils/define-nonenumerable-read-only-accessor' ); var isPositive = require( '@stdlib/assert/is-positive-number' ).isPrimitive; var entropy = require( './../../../../../base/dists/poisson/entropy' ); var kurtosis = require( './../../../../../base/dists/poisson/kurtosis' ); var mean = require( './../../../../../base/dists/poisson/mean' ); var median = require( './../../../../../base/dists/poisson/median' ); var mode = require( './../../../../../base/dists/poisson/mode' ); var skewness = require( './../../../../../base/dists/poisson/skewness' ); var stdev = require( './../../../../../base/dists/poisson/stdev' ); var variance = require( './../../../../../base/dists/poisson/variance' ); var cdf = require( './../../../../../base/dists/poisson/cdf' ); var logpmf = require( './../../../../../base/dists/poisson/logpmf' ); var mgf = require( './../../../../../base/dists/poisson/mgf' ); var pmf = require( './../../../../../base/dists/poisson/pmf' ); var quantile = require( './../../../../../base/dists/poisson/quantile' ); var format = require( '@stdlib/string/format' ); // FUNCTIONS // /** * Evaluates the cumulative distribution function (CDF). * * @private * @param {number} x - input value * @returns {number} evaluated CDF */ function poissonCDF( x ) { return cdf( x, this.lambda ); } /** * Evaluates the natural logarithm of the probability mass function (PMF). * * @private * @param {number} x - input value * @returns {number} evaluated logPMF */ function poissonLogPMF( x ) { return logpmf( x, this.lambda ); } /** * Evaluates the moment-generating function (MGF). * * @private * @param {number} t - input value * @returns {number} evaluated MGF */ function poissonMGF( t ) { return mgf( t, this.lambda ); } /** * Evaluates the probability mass function (PMF). * * @private * @param {number} x - input value * @returns {number} evaluated PMF */ function poissonPMF( x ) { return pmf( x, this.lambda ); } /** * Evaluates the quantile function. * * @private * @param {Probability} p - input probability * @returns {number} evaluated quantile function */ function poissonQuantile( p ) { return quantile( p, this.lambda ); } // MAIN // /** * Poisson distribution constructor. * * @constructor * @param {PositiveNumber} [lambda=1.0] - mean parameter * @throws {TypeError} `lambda` must be a positive number * @returns {Poisson} distribution instance * * @example * var poisson = new Poisson( 1.0 ); * * var y = poisson.cdf( 0.8 ); * // returns ~0.368 * * var v = poisson.mode; * // returns 1.0 */ function Poisson() { var lambda; if ( !(this instanceof Poisson) ) { if ( arguments.length === 0 ) { return new Poisson(); } return new Poisson( arguments[ 0 ] ); } if ( arguments.length ) { lambda = arguments[ 0 ]; if ( !isPositive( lambda ) ) { throw new TypeError( format( 'invalid argument. Mean parameter must be a positive number. Value: `%s`.', lambda ) ); } } else { lambda = 1.0; } defineProperty( this, 'lambda', { 'configurable': false, 'enumerable': true, 'get': function get() { return lambda; }, 'set': function set( value ) { if ( !isPositive( value ) ) { throw new TypeError( format( 'invalid assignment. Must be a positive number. Value: `%s`.', value ) ); } lambda = value; } }); return this; } /** * Poisson distribution differential entropy. * * @name entropy * @memberof Poisson.prototype * @type {number} * @see [differential entropy]{@link https://en.wikipedia.org/wiki/Entropy_%28information_theory%29} * * @example * var poisson = new Poisson( 4.0 ); * * var v = poisson.entropy; * // returns ~2.087 */ setReadOnlyAccessor( Poisson.prototype, 'entropy', function get() { return entropy( this.lambda ); }); /** * Poisson distribution excess kurtosis. * * @name kurtosis * @memberof Poisson.prototype * @type {number} * @see [kurtosis]{@link https://en.wikipedia.org/wiki/Kurtosis} * * @example * var poisson = new Poisson( 4.0 ); * * var v = poisson.kurtosis; * // returns 0.25 */ setReadOnlyAccessor( Poisson.prototype, 'kurtosis', function get() { return kurtosis( this.lambda ); }); /** * Poisson distribution expected value. * * @name mean * @memberof Poisson.prototype * @type {number} * @see [expected value]{@link https://en.wikipedia.org/wiki/Expected_value} * * @example * var poisson = new Poisson( 4.0 ); * * var v = poisson.mean; * // returns 4.0 */ setReadOnlyAccessor( Poisson.prototype, 'mean', function get() { return mean( this.lambda ); }); /** * Poisson distribution median. * * @name median * @memberof Poisson.prototype * @type {number} * @see [median]{@link https://en.wikipedia.org/wiki/Median} * * @example * var poisson = new Poisson( 4.0 ); * * var v = poisson.median; * // returns 4.0 */ setReadOnlyAccessor( Poisson.prototype, 'median', function get() { return median( this.lambda ); }); /** * Poisson distribution mode. * * @name mode * @memberof Poisson.prototype * @type {number} * @see [mode]{@link https://en.wikipedia.org/wiki/Mode_%28statistics%29} * * @example * var poisson = new Poisson( 4.0 ); * * var v = poisson.mode; * // returns 4.0 */ setReadOnlyAccessor( Poisson.prototype, 'mode', function get() { return mode( this.lambda ); }); /** * Poisson distribution skewness. * * @name skewness * @memberof Poisson.prototype * @type {number} * @see [skewness]{@link https://en.wikipedia.org/wiki/Skewness} * * @example * var poisson = new Poisson( 4.0 ); * * var v = poisson.skewness; * // returns 0.5 */ setReadOnlyAccessor( Poisson.prototype, 'skewness', function get() { return skewness( this.lambda ); }); /** * Poisson distribution standard deviation. * * @name stdev * @memberof Poisson.prototype * @type {PositiveNumber} * @see [standard deviation]{@link https://en.wikipedia.org/wiki/Standard_deviation} * * @example * var poisson = new Poisson( 4.0 ); * * var v = poisson.stdev; * // returns 2.0 */ setReadOnlyAccessor( Poisson.prototype, 'stdev', function get() { return stdev( this.lambda ); }); /** * Poisson distribution variance. * * @name variance * @memberof Poisson.prototype * @type {PositiveNumber} * @see [variance]{@link https://en.wikipedia.org/wiki/Variance} * * @example * var poisson = new Poisson( 4.0 ); * * var v = poisson.variance; * // returns 4.0 */ setReadOnlyAccessor( Poisson.prototype, 'variance', function get() { return variance( this.lambda ); }); /** * Evaluates the cumulative distribution function (CDF). * * @name cdf * @memberof Poisson.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated CDF * @see [cdf]{@link https://en.wikipedia.org/wiki/Cumulative_distribution_function} * * @example * var poisson = new Poisson( 2.0 ); * * var v = poisson.cdf( 1.5 ); * // returns ~0.406 */ setReadOnly( Poisson.prototype, 'cdf', poissonCDF ); /** * Evaluates the natural logarithm of the probability mass function (PMF). * * @name logpmf * @memberof Poisson.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated logPMF * @see [pmf]{@link https://en.wikipedia.org/wiki/Probability_mass_function} * * @example * var poisson = new Poisson( 2.0 ); * * var v = poisson.logpmf( 2.0 ); * // returns ~-1.307 * * v = poisson.logpmf( 0.8 ); * // returns -Infinity */ setReadOnly( Poisson.prototype, 'logpmf', poissonLogPMF ); /** * Evaluates the moment-generating function (MGF). * * @name mgf * @memberof Poisson.prototype * @type {Function} * @param {number} t - input value * @returns {number} evaluated MGF * @see [mgf]{@link https://en.wikipedia.org/wiki/Moment-generating_function} * * @example * var poisson = new Poisson( 2.0 ); * * var v = poisson.mgf( 0.5 ); * // returns ~3.66 */ setReadOnly( Poisson.prototype, 'mgf', poissonMGF ); /** * Evaluates the probability mass function (PMF). * * @name pmf * @memberof Poisson.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated PMF * @see [pmf]{@link https://en.wikipedia.org/wiki/Probability_mass_function} * * @example * var poisson = new Poisson( 2.0 ); * * var v = poisson.pmf( 2.0 ); * // returns ~0.271 * * v = poisson.pmf( 0.8 ); * // returns 0.0 */ setReadOnly( Poisson.prototype, 'pmf', poissonPMF ); /** * Evaluates the quantile function. * * @name quantile * @memberof Poisson.prototype * @type {Function} * @param {Probability} p - input probability * @returns {number} evaluated quantile function * @see [quantile function]{@link https://en.wikipedia.org/wiki/Quantile_function} * * @example * var poisson = new Poisson( 2.0 ); * * var v = poisson.quantile( 0.5 ); * // returns 2.0 */ setReadOnly( Poisson.prototype, 'quantile', poissonQuantile ); // EXPORTS // module.exports = Poisson;