bayesian-changepoint/lib/PDF.js

Useful Grid algorithm from Material-UI (https://github.com/mui-org/material-ui)

"use strict";
var __importDefault = (this && this.__importDefault) || function (mod) {
    return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
const Gamma_1 = __importDefault(require("./Gamma"));
class PDF {
    static predict(x, muT, arr, alphaT) {
        let temp = 0.0;
        let size = arr.length;
        const c = new Array(size);
        const nu = new Array(size);
        const p = new Array(size);
        const expTerm = new Array(size);
        const gamma = new Gamma_1.default();
        for (var i = 0; i < size; i++) {
            nu[i] = 2 * alphaT[i];
        }
        for (var i = 0; i < size; i++) {
            expTerm[i] = Math.exp(gamma.logGamma(nu[i] / 2 + 0.5) - gamma.logGamma(nu[i] / 2));
        }
        for (var i = 0; i < size; i++) {
            c[i] = arr[i] * nu[i] * Math.PI;
            c[i] = Math.pow(c[i], -0.5) * expTerm[i];
        }
        for (var i = 0; i < size; i++) {
            temp = 1 + (1 / (nu[i] * arr[i])) * Math.pow((x - muT[i]), 2);
            temp = Math.pow(temp, (-(nu[i] + 1) / 2));
            p[i] = c[i] * temp;
        }
        return p;
    }
}
exports.default = PDF;