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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. */ /* eslint-disable no-restricted-syntax, no-invalid-this */ 'use strict'; // MODULES // var defineProperty = require( '@stdlib/utils/define-property' ); var setReadOnly = require( '@stdlib/utils/define-nonenumerable-read-only-property' ); var setReadOnlyAccessor = require( '@stdlib/utils/define-nonenumerable-read-only-accessor' ); var isNumber = require( '@stdlib/assert/is-number' ).isPrimitive; var isnan = require( '@stdlib/math/base/assert/is-nan' ); var entropy = require( './../../../../../base/dists/uniform/entropy' ); var kurtosis = require( './../../../../../base/dists/uniform/kurtosis' ); var mean = require( './../../../../../base/dists/uniform/mean' ); var median = require( './../../../../../base/dists/uniform/median' ); var skewness = require( './../../../../../base/dists/uniform/skewness' ); var stdev = require( './../../../../../base/dists/uniform/stdev' ); var variance = require( './../../../../../base/dists/uniform/variance' ); var cdf = require( './../../../../../base/dists/uniform/cdf' ); var logcdf = require( './../../../../../base/dists/uniform/logcdf' ); var logpdf = require( './../../../../../base/dists/uniform/logpdf' ); var mgf = require( './../../../../../base/dists/uniform/mgf' ); var pdf = require( './../../../../../base/dists/uniform/pdf' ); var quantile = require( './../../../../../base/dists/uniform/quantile' ); var format = require( '@stdlib/string/format' ); // FUNCTIONS // /** * Evaluates the cumulative distribution function (CDF). * * @private * @param {number} x - input value * @returns {Probability} evaluated CDF */ function uniformCDF( x ) { return cdf( x, this.a, this.b ); } /** * Evaluates the the natural logarithm of the cumulative distribution function (logCDF). * * @private * @param {number} x - input value * @returns {Probability} evaluated logCDF */ function uniformLogCDF( x ) { return logcdf( x, this.a, this.b ); } /** * Evaluates the natural logarithm of the probability density function (logPDF). * * @private * @param {number} x - input value * @returns {number} evaluated logPDF */ function uniformLogPDF( x ) { return logpdf( x, this.a, this.b ); } /** * Evaluates the moment-generating function (MGF). * * @private * @param {number} t - input value * @returns {number} evaluated MGF */ function uniformMGF( t ) { return mgf( t, this.a, this.b ); } /** * Evaluates the probability density function (PDF). * * @private * @param {number} x - input value * @returns {number} evaluated PDF */ function uniformPDF( x ) { return pdf( x, this.a, this.b ); } /** * Evaluates the quantile function. * * @private * @param {Probability} p - input probability * @returns {number} evaluated quantile function */ function uniformQuantile( p ) { return quantile( p, this.a, this.b ); } // MAIN // /** * Uniform distribution constructor. * * @constructor * @param {number} [a=0.0] - minimum support * @param {number} [b=1.0] - maximum support * @throws {TypeError} `a` must be a number * @throws {TypeError} `b` must be a number * @throws {RangeError} `a` must be less than `b` * @returns {Uniform} distribution instance * * @example * var uniform = new Uniform( 0.0, 1.0 ); * * var y = uniform.cdf( 0.8 ); * // returns 0.8 * * var mu = uniform.mean; * // returns 0.5 */ function Uniform() { var a; var b; if ( !(this instanceof Uniform) ) { if ( arguments.length === 0 ) { return new Uniform(); } return new Uniform( arguments[ 0 ], arguments[ 1 ] ); } if ( arguments.length ) { a = arguments[ 0 ]; b = arguments[ 1 ]; if ( !isNumber( a ) || isnan( a ) ) { throw new TypeError( format( 'invalid argument. Minimum support must be a number. Value: `%s`.', a ) ); } if ( !isNumber( b ) || isnan( b ) ) { throw new TypeError( format( 'invalid argument. Maximum support must be a number. Value: `%s`.', b ) ); } if ( a >= b ) { throw new RangeError( format( 'invalid arguments. Minimum support must be less than maximum support. Value: `(%f, %f)`.', a, b ) ); } } else { a = 0.0; b = 1.0; } defineProperty( this, 'a', { 'configurable': false, 'enumerable': true, 'get': function get() { return a; }, 'set': function set( value ) { if ( !isNumber( value ) || isnan( value ) ) { throw new TypeError( format( 'invalid assignment. Must be a number. Value: `%s`.', value ) ); } if ( value >= b ) { throw new RangeError( format( 'invalid assignment. Must be less than %f. Value: `%f`.', b, value ) ); } a = value; } }); defineProperty( this, 'b', { 'configurable': false, 'enumerable': true, 'get': function get() { return b; }, 'set': function set( value ) { if ( !isNumber( value ) || isnan( value ) ) { throw new TypeError( format( 'invalid assignment. Must be a number. Value: `%s`.', value ) ); } if ( a >= value ) { throw new RangeError( format( 'invalid assignment. Must be greater than %f. Value: `%f`.', a, value ) ); } b = value; } }); return this; } /** * Uniform distribution differential entropy. * * @name entropy * @memberof Uniform.prototype * @type {number} * @see [differential entropy]{@link https://en.wikipedia.org/wiki/Entropy_%28information_theory%29} * * @example * var uniform = new Uniform( 4.0, 12.0 ); * * var v = uniform.entropy; * // returns ~2.079 */ setReadOnlyAccessor( Uniform.prototype, 'entropy', function get() { return entropy( this.a, this.b ); }); /** * Uniform distribution excess kurtosis. * * @name kurtosis * @memberof Uniform.prototype * @type {number} * @see [kurtosis]{@link https://en.wikipedia.org/wiki/Kurtosis} * * @example * var uniform = new Uniform( 4.0, 12.0 ); * * var v = uniform.kurtosis; * // returns -1.2 */ setReadOnlyAccessor( Uniform.prototype, 'kurtosis', function get() { return kurtosis( this.a, this.b ); }); /** * Uniform distribution expected value. * * @name mean * @memberof Uniform.prototype * @type {number} * @see [expected value]{@link https://en.wikipedia.org/wiki/Expected_value} * * @example * var uniform = new Uniform( 4.0, 12.0 ); * * var v = uniform.mean; * // returns 8.0 */ setReadOnlyAccessor( Uniform.prototype, 'mean', function get() { return mean( this.a, this.b ); }); /** * Uniform distribution median. * * @name median * @memberof Uniform.prototype * @type {number} * @see [median]{@link https://en.wikipedia.org/wiki/Median} * * @example * var uniform = new Uniform( 4.0, 12.0 ); * * var v = uniform.median; * // returns 8.0 */ setReadOnlyAccessor( Uniform.prototype, 'median', function get() { return median( this.a, this.b ); }); /** * Uniform distribution skewness. * * @name skewness * @memberof Uniform.prototype * @type {number} * @see [skewness]{@link https://en.wikipedia.org/wiki/Skewness} * * @example * var uniform = new Uniform( 4.0, 12.0 ); * * var v = uniform.skewness; * // returns 0.0 */ setReadOnlyAccessor( Uniform.prototype, 'skewness', function get() { return skewness( this.a, this.b ); }); /** * Uniform distribution standard deviation. * * @name stdev * @memberof Uniform.prototype * @type {PositiveNumber} * @see [standard deviation]{@link https://en.wikipedia.org/wiki/Standard_deviation} * * @example * var uniform = new Uniform( 4.0, 12.0 ); * * var v = uniform.stdev; * // returns ~2.309 */ setReadOnlyAccessor( Uniform.prototype, 'stdev', function get() { return stdev( this.a, this.b ); }); /** * Uniform distribution variance. * * @name variance * @memberof Uniform.prototype * @type {PositiveNumber} * @see [variance]{@link https://en.wikipedia.org/wiki/Variance} * * @example * var uniform = new Uniform( 4.0, 12.0 ); * * var v = uniform.variance; * // returns ~5.333 */ setReadOnlyAccessor( Uniform.prototype, 'variance', function get() { return variance( this.a, this.b ); }); /** * Evaluates the cumulative distribution function (CDF). * * @name cdf * @memberof Uniform.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated CDF * @see [cdf]{@link https://en.wikipedia.org/wiki/Cumulative_distribution_function} * * @example * var uniform = new Uniform( 2.0, 4.0 ); * * var v = uniform.cdf( 3.0 ); * // returns ~0.5 */ setReadOnly( Uniform.prototype, 'cdf', uniformCDF ); /** * Evaluates the natural logarithm of the cumulative distribution function (logCDF). * * @name logcdf * @memberof Uniform.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated logCDF * @see [cdf]{@link https://en.wikipedia.org/wiki/Cumulative_distribution_function} * * @example * var uniform = new Uniform( 2.0, 4.0 ); * * var v = uniform.logcdf( 2.5 ); * // returns ~-1.386 */ setReadOnly( Uniform.prototype, 'logcdf', uniformLogCDF ); /** * Evaluates the natural logarithm of the probability density function (logPDF). * * @name logpdf * @memberof Uniform.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated logPDF * @see [pdf]{@link https://en.wikipedia.org/wiki/Probability_density_function} * * @example * var uniform = new Uniform( 2.0, 4.0 ); * * var v = uniform.logpdf( 2.5 ); * // returns ~-0.693 */ setReadOnly( Uniform.prototype, 'logpdf', uniformLogPDF ); /** * Evaluates the moment-generating function (MGF). * * @name mgf * @memberof Uniform.prototype * @type {Function} * @param {number} t - input value * @returns {number} evaluated MGF * @see [mgf]{@link https://en.wikipedia.org/wiki/Moment-generating_function} * * @example * var uniform = new Uniform( 2.0, 4.0 ); * * var v = uniform.mgf( 0.5 ); * // returns ~4.671 */ setReadOnly( Uniform.prototype, 'mgf', uniformMGF ); /** * Evaluates the probability density function (PDF). * * @name pdf * @memberof Uniform.prototype * @type {Function} * @param {number} x - input value * @returns {number} evaluated PDF * @see [pdf]{@link https://en.wikipedia.org/wiki/Probability_density_function} * * @example * var uniform = new Uniform( 2.0, 4.0 ); * * var v = uniform.pdf( 2.4 ); * // returns 0.5 */ setReadOnly( Uniform.prototype, 'pdf', uniformPDF ); /** * Evaluates the quantile function. * * @name quantile * @memberof Uniform.prototype * @type {Function} * @param {Probability} p - input probability * @returns {number} evaluated quantile function * @see [quantile function]{@link https://en.wikipedia.org/wiki/Quantile_function} * * @example * var uniform = new Uniform( 2.0, 4.0 ); * * var v = uniform.quantile( 0.5 ); * // returns 3.0 */ setReadOnly( Uniform.prototype, 'quantile', uniformQuantile ); // EXPORTS // module.exports = Uniform;