All files factory.js

100% Statements 79/79
100% Branches 9/9
100% Functions 2/2
100% Lines 79/79

Press n or j to go to the next uncovered block, b, p or k for the previous block.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 803x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 14x 14x 14x 14x 9x 14x 10x 10x 4x 4x 4x 4x 4x 4x 4x 4x 4x 4x 4x 4x 4x 4x 110x 9x 9x 101x 110x 14x 3x 3x 3x 3x 3x  
/**
* @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 gamma = require( '@stdlib/math/base/special/gamma' );
var exp = require( '@stdlib/math/base/special/exp' );
 
 
// MAIN //
 
/**
* Returns a function for evaluating the moment-generating function (MGF) for a Gumbel distribution with location parameter `mu` and scale parameter `beta`.
*
* @param {number} mu - location parameter
* @param {PositiveNumber} beta - scale parameter
* @returns {Function} MGF
*
* @example
* var mgf = factory( 0.0, 3.0 );
*
* var y = mgf( 0.2 );
* // returns ~2.218
*
* y = mgf( -1.0 );
* // returns 6.0
*/
function factory( mu, beta ) {
	if (
		isnan( mu ) ||
		isnan( beta ) ||
		beta <= 0.0
	) {
		return constantFunction( NaN );
	}
	return mgf;
 
	/**
	* Evaluates the moment-generating function (MGF) for a Gumbel distribution.
	*
	* @private
	* @param {number} t - input value
	* @returns {number} evaluated MGF
	*
	* @example
	* var y = mgf( 0.5 );
	* // returns <number>
	*/
	function mgf( t ) {
		if ( t >= 1.0/beta ) {
			return NaN;
		}
		return gamma( 1.0 - (beta * t) ) * exp( mu * t );
	}
}
 
 
// EXPORTS //
 
module.exports = factory;