UNPKG

@stdlib/stats

Version:

Standard library statistical functions.

85 lines (74 loc) 1.94 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 constantFunction = require( '@stdlib/utils/constant-function' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var ln = require( '@stdlib/math/base/special/ln' ); var NINF = require( '@stdlib/constants/float64/ninf' ); // MAIN // /** * Returns a function for evaluating the logarithm of the cumulative distribution function (CDF) for a uniform distribution with minimum support `a` and maximum support `b`. * * @param {number} a - minimum support * @param {number} b - maximum support * @returns {Function} logCDF * * @example * var logcdf = factory( 0.0, 10.0 ); * var y = logcdf( 0.5 ); * // returns ~-2.996 * * y = logcdf( 8.0 ); * // returns ~-0.223 */ function factory( a, b ) { if ( isnan( a ) || isnan( b ) || a >= b ) { return constantFunction( NaN ); } return logcdf; /** * Evaluates the logarithm of the cumulative distribution function (CDF) for a uniform 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; } if ( x >= b ) { return 0.0; } return ln( ( x - a ) / ( b - a ) ); } } // EXPORTS // module.exports = factory;