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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 sumSeries = require( '@stdlib/math/base/tools/sum-series' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var factorialln = require( '@stdlib/math/base/special/factorialln' ); var factorial = require( '@stdlib/math/base/special/factorial' ); var exp = require( '@stdlib/math/base/special/exp' ); var ln = require( '@stdlib/math/base/special/ln' ); // FUNCTIONS // /** * Returns a function to retrieve elements of the series \\( \sum_{k=0}^{\infty} \frac{ \lambda^k \log(k!) }{ k! } \\). * * @private * @param {NonNegativeNumber} lambda - mean parameter * @returns {Function} function to retrieve series elements */ function seriesClosure( lambda ) { var lk; var k; k = 1; lk = lambda; return seriesElement; /** * Returns the current series element. * * @private * @returns {number} series element */ function seriesElement() { k += 1; lk *= lambda; return lk * factorialln( k ) / factorial( k ); } } // MAIN // /** * Returns the entropy of a Poisson distribution. * * @param {NonNegativeNumber} lambda - mean parameter * @returns {PositiveNumber} entropy * * @example * var v = entropy( 9.0 ); * // returns ~2.508 * * @example * var v = entropy( 1.0 ); * // returns ~1.305 * * @example * var v = entropy( -0.2 ); * // returns NaN * * @example * var v = entropy( NaN ); * // returns NaN */ function entropy( lambda ) { var gen; var out; if ( isnan( lambda ) || lambda < 0.0 ) { return NaN; } if ( lambda === 0.0 ) { return 0.0; } gen = seriesClosure( lambda ); out = lambda * ( 1.0-ln(lambda) ); out += exp( -lambda ) * sumSeries( gen ); return out; } // EXPORTS // module.exports = entropy;