UNPKG

@stdlib/stats

Version:

Standard library statistical functions.

81 lines (71 loc) 1.7 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 GAMMA = require( '@stdlib/constants/float64/eulergamma' ); // MAIN // /** * Returns the differential entropy of a Weibull distribution. * * @param {PositiveNumber} k - shape parameter * @param {PositiveNumber} lambda - scale parameter * @returns {number} entropy * * @example * var v = entropy( 1.0, 1.0 ); * // returns 1.0 * * @example * var v = entropy( 4.0, 12.0 ); * // returns ~2.532 * * @example * var v = entropy( 8.0, 2.0 ); * // returns ~0.119 * * @example * var v = entropy( 1.0, -0.1 ); * // returns NaN * * @example * var v = entropy( -0.1, 1.0 ); * // returns NaN * * @example * var v = entropy( 2.0, NaN ); * // returns NaN * * @example * var v = entropy( NaN, 2.0 ); * // returns NaN */ function entropy( k, lambda ) { if ( isnan( k ) || isnan( lambda ) || k <= 0.0 || lambda <= 0.0 ) { return NaN; } return ( GAMMA * ( 1.0 - (1.0/k) ) ) + ln( lambda/k ) + 1.0; } // EXPORTS // module.exports = entropy;