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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 pow = require( '@stdlib/math/base/special/pow' ); var ln = require( '@stdlib/math/base/special/ln' ); var PINF = require( '@stdlib/constants/float64/pinf' ); var NINF = require( '@stdlib/constants/float64/ninf' ); // MAIN // /** * Returns a function for evaluating the natural logarithm of the probability density function (PDF) for a Weibull distribution. * * @param {PositiveNumber} k - shape parameter * @param {PositiveNumber} lambda - scale parameter * @returns {Function} function to evaluate the logarithm of the probability density function * * @example * var logpdf = factory( 7.0, 6.0 ); * var y = logpdf( 7.0 ); * // returns ~-1.863 * * y = logpdf( 5.0 ); * // returns ~-1.219 */ function factory( k, lambda ) { var lnkl; if ( isnan( k ) || isnan( lambda ) || k <= 0.0 || lambda <= 0.0 ) { return constantFunction( NaN ); } lnkl = ln( k / lambda ); return logpdf; /** * Evaluates the natural logarithm of the probability density function (PDF) for a Weibull distribution. * * @private * @param {number} x - input value * @returns {number} evaluated logPDF * * @example * var y = logpdf( 2.3 ); * // returns <number> */ function logpdf( x ) { var xol; if ( x < 0.0 ) { return NINF; } if ( x === PINF || x === NINF ) { return NINF; } if ( x === 0.0 ) { return ( k === 1.0 ) ? ln( k / lambda ) : NINF; } xol = x / lambda; return lnkl + ( ( k - 1.0 ) * ln( xol ) ) - pow( xol, k ); } } // EXPORTS // module.exports = factory;