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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 expm1 = require( '@stdlib/math/base/special/expm1' ); var log1p = require( '@stdlib/math/base/special/log1p' ); var exp = require( '@stdlib/math/base/special/exp' ); var pow = require( '@stdlib/math/base/special/pow' ); var ln = require( '@stdlib/math/base/special/ln' ); var LNHALF = require( '@stdlib/constants/float64/ln-half' ); var NINF = require( '@stdlib/constants/float64/ninf' ); // MAIN // /** * Returns a function for evaluating the natural logarithm of the cumulative distribution function (CDF) for a Weibull distribution. * * @param {PositiveNumber} k - scale parameter * @param {PositiveNumber} lambda - shape parameter * @returns {Function} logCDF * * @example * var logcdf = factory( 2.0, 10.0 ); * var y = logcdf( 12.0 ); * // returns ~-0.27 * * y = logcdf( 8.0 ); * // returns ~-0.749 */ function factory( k, lambda ) { if ( isnan( k ) || isnan( lambda ) || k <= 0.0 || lambda <= 0.0 ) { return constantFunction( NaN ); } return logcdf; /** * Evaluates the natural logarithm of the cumulative distribution function (CDF) for a Weibull distribution. * * @private * @param {number} x - input value * @returns {number} evaluated logCDF * * @example * var y = logcdf( 2.0 ); * // returns <number> */ function logcdf( x ) { var p; if ( isnan( x ) ) { return NaN; } if ( x < 0.0 ) { return NINF; } p = -pow( x / lambda, k ); return ( p < LNHALF ) ? log1p( -exp( p ) ) : ln( -expm1( p ) ); } } // EXPORTS // module.exports = factory;