All files factory.js

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/**
* @license Apache-2.0
*
* Copyright (c) 2026 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 degenerate = require( '@stdlib/stats/base/dists/degenerate/logpdf' ).factory;
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var ln = require( '@stdlib/math/base/special/ln' );
var LN_TWO_PI = require( '@stdlib/constants/float64/ln-two-pi' );
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 Wald distribution.
*
* @param {PositiveNumber} mu - mean
* @param {NonNegativeNumber} lambda - shape parameter
* @returns {Function} function to evaluate the natural logarithm of the probability density function
*
* @example
* var logpdf = factory( 1.0, 1.0 );
* var y = logpdf( 2.0 );
* // returns ~-2.209
*
* y = logpdf( 0.5 );
* // returns ~-0.129
*/
function factory( mu, lambda ) {
	if (
		isnan( mu ) ||
		isnan( lambda ) ||
		mu <= 0.0 ||
		lambda < 0.0
	) {
		return constantFunction( NaN );
	}
	if ( lambda === 0.0 ) {
		return degenerate( mu );
	}
	return logpdf;
 
	/**
	* Evaluates the natural logarithm of the probability density function (PDF) of a Wald distribution.
	*
	* @private
	* @param {number} x - input value
	* @returns {number} evaluated logPDF
	*
	* @example
	* var y = logpdf( 2.0 );
	* // returns <number>
	*/
	function logpdf( x ) {
		var v;
		if ( isnan( x ) ) {
			return NaN;
		}
		if ( x <= 0.0 || x === PINF ) {
			return NINF;
		}
		v = x - mu;
		return 0.5 * ( ln( lambda ) - ( LN_TWO_PI + ( 3.0 * ln( x ) ) ) - ( ( ( lambda / x ) * ( v / mu ) ) * ( v / mu ) ) );
	}
}
 
 
// EXPORTS //
 
module.exports = factory;