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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 isNonNegativeInteger = require( '@stdlib/math/base/assert/is-nonnegative-integer' ); var factorialln = require( '@stdlib/math/base/special/factorialln' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var exp = require( '@stdlib/math/base/special/exp' ); var ln = require( '@stdlib/math/base/special/ln' ); var PINF = require( '@stdlib/constants/float64/pinf' ); // MAIN // /** * Evaluates the probability mass function (PMF) for a Poisson distribution with mean parameter `lambda` at a value `x`. * * @param {number} x - input value * @param {NonNegativeNumber} lambda - mean parameter * @returns {Probability} evaluated PMF * * @example * var y = pmf( 4.0, 3.0 ); * // returns ~0.168 * * @example * var y = pmf( 1.0, 3.0 ); * // returns ~0.149 * * @example * var y = pmf( -1.0, 2.0 ); * // returns 0.0 * * @example * var y = pmf( 0.0, NaN ); * // returns NaN * * @example * var y = pmf( NaN, 0.5 ); * // returns NaN * * @example * // Invalid mean parameter: * var y = pmf( 2.0, -0.5 ); * // returns NaN */ function pmf( x, lambda ) { var lnl; if ( isnan( x ) || isnan( lambda ) || lambda < 0.0 ) { return NaN; } if ( lambda === 0.0 ) { return ( x === 0.0 ) ? 1.0 : 0.0; } if ( isNonNegativeInteger( x ) && x !== PINF ) { lnl = (x * ln( lambda )) - lambda - factorialln( x ); return exp( lnl ); } return 0.0; } // EXPORTS // module.exports = pmf;