UNPKG

@stdlib/stats

Version:

Standard library statistical functions.

117 lines (105 loc) 2.47 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 ln = require( '@stdlib/math/base/special/ln' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var LN2 = require( '@stdlib/constants/float64/ln-two' ); // MAIN // /** * Evaluates the natural logarithm of the probability density function (PDF) 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 {number} evaluated logPDF * * @example * var y = logpdf( 0.5, -1.0, 1.0, 0.0 ); * // returns ~-0.693 * * @example * var y = logpdf( 0.5, -1.0, 1.0, 0.5 ); * // returns 0.0 * * @example * var y = logpdf( -10.0, -20.0, 0.0, -2.0 ); * // returns ~-2.89 * * @example * var y = logpdf( -2.0, -1.0, 1.0, 0.0 ); * // returns -Infinity * * @example * var y = logpdf( NaN, 0.0, 1.0, 0.5 ); * // returns NaN * * @example * var y = logpdf( 0.0, NaN, 1.0, 0.5 ); * // returns NaN * * @example * var y = logpdf( 0.0, 0.0, NaN, 0.5 ); * // returns NaN * * @example * var y = logpdf( 2.0, 1.0, 0.0, NaN ); * // returns NaN * * @example * var y = logpdf( 2.0, 1.0, 0.0, 1.5 ); * // returns NaN */ function logpdf( x, a, b, c ) { var denom1; var denom2; var denom3; if ( isnan( x ) || isnan( a ) || isnan( b ) || isnan( c ) || a > c || c > b ) { return NaN; } if ( x < a ) { return NINF; } denom1 = ln( b - a ) + ln( c - a ); denom2 = ln( b - a ); denom3 = ln( b - a ) + ln( b - c ); // Case: x >= a if ( x < c ) { return LN2 + ln( x - a ) - denom1; } if ( x === c ) { return LN2 - denom2; } // Case: x > c if ( x <= b ) { return LN2 + ln( b - x ) - denom3; } // Case: x > b return NINF; } // EXPORTS // module.exports = logpdf;