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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 isnan = require( '@stdlib/math/base/assert/is-nan' ); var pow = require( '@stdlib/math/base/special/pow' ); var ln = require( '@stdlib/math/base/special/ln' ); var NINF = require( '@stdlib/constants/float64/ninf' ); // MAIN // /** * Returns a function for evaluating the natural logarithm of the cumulative distribution function (CDF) for a triangular distribution with lower limit `a` and upper limit `b` and mode `c`. * * @param {number} a - lower limit * @param {number} b - upper limit * @param {number} c - mode * @returns {Function} logCDF * * @example * var logcdf = factory( 0.0, 10.0, 2.0 ); * var y = logcdf( 0.5 ); * // returns ~-4.382 * * y = logcdf( 8.0 ); * // returns ~-0.051 */ function factory( a, b, c ) { var denom1; var denom2; if ( isnan( a ) || isnan( b ) || isnan( c ) ) { return constantFunction( NaN ); } if ( !( a <= c && c <= b ) ) { return constantFunction( NaN ); } denom1 = ( b - a ) * ( c - a ); denom2 = ( b - a ) * ( b - c ); return logcdf; /** * Evaluates the natural logarithm of the cumulative distribution function (CDF) for a triangular distribution. * * @private * @param {number} x - input value * @returns {number} evaluated logCDF * * @example * var y = logcdf( 2.0 ); * // returns <number> */ function logcdf( x ) { if ( isnan( x ) ) { return NaN; } if ( x <= a ) { return NINF; } // Case: x > a if ( x <= c ) { return ( 2.0 * ln( x - a ) ) - ln( denom1 ); } // Case: x > c if ( x < b ) { return ln( 1.0 - ( pow( b - x, 2.0 ) / denom2 ) ); } // Case: x >= b return 0.0; } } // EXPORTS // module.exports = factory;