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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 degenerate = require( './../../../../../base/dists/degenerate/cdf' ).factory; var isnan = require( '@stdlib/math/base/assert/is-nan' ); var exp = require( '@stdlib/math/base/special/exp' ); var pow = require( '@stdlib/math/base/special/pow' ); // MAIN // /** * Returns a function for evaluating the cumulative distribution function (CDF) for a Rayleigh distribution with scale parameter `sigma`. * * @param {NonNegativeNumber} sigma - scale parameter * @returns {Function} CDF * * @example * var cdf = factory( 2.0 ); * var y = cdf( 3.0 ); * // returns ~0.675 * * y = cdf( 1.0 ); * // returns ~0.118 */ function factory( sigma ) { var s2; if ( isnan( sigma ) || sigma < 0.0 ) { return constantFunction( NaN ); } if ( sigma === 0.0 ) { return degenerate( 0.0 ); } s2 = pow( sigma, 2.0 ); return cdf; /** * Evaluates the cumulative distribution function (CDF) for a Rayleigh distribution. * * @private * @param {number} x - input value * @returns {Probability} evaluated CDF * * @example * var y = cdf( 2 ); * // returns <number> */ function cdf( x ) { if ( isnan( x ) ) { return NaN; } if ( x < 0.0 ) { return 0.0; } return 1.0 - exp( -pow( x, 2.0 ) / ( 2.0 * s2 ) ); } } // EXPORTS // module.exports = factory;