UNPKG

@stdlib/stats

Version:

Standard library statistical functions.

110 lines (98 loc) 2.22 kB
/** * @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 isnan = require( '@stdlib/math/base/assert/is-nan' ); var pow = require( '@stdlib/math/base/special/pow' ); // MAIN // /** * Evaluates the cumulative distribution function (CDF) for a triangular distribution with lower limit `a` and upper limit `b` and mode `c` at a value `x`. * * @param {number} x - input value * @param {number} a - lower limit * @param {number} b - upper limit * @param {number} c - mode * @returns {Probability} evaluated CDF * * @example * var y = cdf( 0.5, -1.0, 1.0, 0.0 ); * // returns 0.875 * * @example * var y = cdf( 0.5, -1.0, 1.0, 0.5 ); * // returns 0.75 * * @example * var y = cdf( -10.0, -20.0, 0.0, -2.0 ); * // returns ~0.278 * * @example * var y = cdf( -2.0, -1.0, 1.0, 0.0 ); * // returns 0.0 * * @example * var y = cdf( NaN, 0.0, 1.0, 0.5 ); * // returns NaN * * @example * var y = cdf( 0.0, NaN, 1.0, 0.5 ); * // returns NaN * * @example * var y = cdf( 0.0, 0.0, NaN, 0.5 ); * // returns NaN * * @example * var y = cdf( 2.0, 1.0, 0.0, NaN ); * // returns NaN * * @example * var y = cdf( 2.0, 1.0, 0.0, 1.5 ); * // returns NaN */ function cdf( x, a, b, c ) { var denom1; var denom2; if ( isnan( x ) || isnan( a ) || isnan( b ) || isnan( c ) || a > c || c > b ) { return NaN; } if ( x <= a ) { return 0.0; } denom1 = ( b - a ) * ( c - a ); denom2 = ( b - a ) * ( b - c ); // Case: x > a if ( x <= c ) { return pow( x - a, 2.0 ) / denom1; } // Case: x > c if ( x < b ) { return 1.0 - ( pow( b - x, 2.0 ) / denom2 ); } // Case: x >= b return 1.0; } // EXPORTS // module.exports = cdf;