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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 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 // /** * Evaluates the natural logarithm of the probability density function (PDF) for a Weibull distribution with shape parameter `k` and scale parameter `lambda` at a value `x`. * * @param {number} x - input value * @param {PositiveNumber} k - shape parameter * @param {PositiveNumber} lambda - scale parameter * @returns {number} evaluated logarithm of probability density function * * @example * var y = logpdf( 2.0, 1.0, 0.5 ); * // returns ~-3.307 * * @example * var y = logpdf( 0.1, 1.0, 1.0 ); * // returns ~-0.1 * * @example * var y = logpdf( -1.0, 4.0, 2.0 ); * // returns -Infinity * * @example * var y = logpdf( NaN, 0.6, 1.0 ); * // returns NaN * * @example * var y = logpdf( 0.0, NaN, 1.0 ); * // returns NaN * * @example * var y = logpdf( 0.0, 0.0, NaN ); * // returns NaN * * @example * var y = logpdf( 2.0, 0.0, -1.0 ); * // returns NaN */ function logpdf( x, k, lambda ) { var xol; if ( isnan( k ) || isnan( lambda ) || k <= 0.0 || lambda <= 0.0 ) { return NaN; } 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 ln( k / lambda ) + ( ( k - 1.0 ) * ln( xol ) ) - pow( xol, k ); } // EXPORTS // module.exports = logpdf;