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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 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 // /** * Evaluates the probability density function (PDF) of the Wilcoxon signed rank test statistic with `n` observations. * * @param {number} x - input value * @param {PositiveInteger} n - number of observations * @returns {Probability} evaluated PDF * * @example * var y = pdf( 7.0, 9 ); * // returns ~0.01 * * @example * var y = pdf( 7.0, 6 ); * // returns ~0.063 * * @example * var y = pdf( -1.0, 40 ); * // returns 0.0 * * @example * var y = pdf( NaN, 10 ); * // returns NaN * * @example * var y = pdf( 0.0, NaN ); * // returns NaN * * @example * var y = pdf( 2.0, -1 ); * // returns NaN * * @example * var y = pdf( 2.0, 1.8 ); * // returns NaN */ function pdf( x, n ) { var mlim; if ( isnan( x ) || !isPositiveInteger( n ) || !isfinite( n ) ) { return NaN; } mlim = ( n * ( n + 1 ) ) / 2; if ( x < 0.0 || x > mlim ) { return 0.0; } return exp( ln( weights( x, n ) ) - ( n * LN2 ) ); } // EXPORTS // module.exports = pdf;