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@stdlib/stats

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Standard library statistical functions.

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/** * @license Apache-2.0 * * Copyright (c) 2020 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 isPositiveInteger = require( '@stdlib/math/base/assert/is-positive-integer' ); var constantFunction = require( '@stdlib/utils/constant-function' ); var isfinite = require( '@stdlib/math/base/assert/is-finite' ); 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 LN2 = require( '@stdlib/constants/float64/ln-two' ); var weights = require( './weights.js' ); // MAIN // /** * Returns a function for evaluating the probability density function (PDF) for the distribution of the Wilcoxon signed rank test statistic with `n` observations. * * @param {PositiveInteger} n - number of observations * @returns {Function} PDF * * @example * var pdf = factory( 8 ); * var y = pdf( 4.0 ); * // returns ~0.008 * * y = pdf( 17.0 ); * // returns ~0.051 */ function factory( n ) { var mlim; if ( !isPositiveInteger( n ) || !isfinite( n ) ) { return constantFunction( NaN ); } mlim = n * ( n + 1 ) / 2; return pdf; /** * Evaluates the probability density function (PDF) for the distribution of the Wilcoxon signed rank test statistic. * * @private * @param {number} x - input value * @returns {Probability} evaluated PDF * * @example * var y = pdf( 2 ); * // returns <number> */ function pdf( x ) { if ( isnan( x ) ) { return NaN; } if ( x < 0.0 || x > mlim ) { return 0.0; } return exp( ln( weights( x, n ) ) - ( n * LN2 ) ); } } // EXPORTS // module.exports = factory;