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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 log1mexp = require( '@stdlib/math/base/special/log1mexp' );
var ln = require( '@stdlib/math/base/special/ln' );
var FLOAT64_SMALLEST_NORMAL = require( '@stdlib/constants/float64/smallest-normal' );
var NINF = require( '@stdlib/constants/float64/ninf' );
var PINF = require( '@stdlib/constants/float64/pinf' );
// MAIN //
/**
* Returns a function for evaluating the natural logarithm of the cumulative distribution function (CDF) for an exponential distribution with rate parameter `lambda`.
*
* @param {PositiveNumber} lambda - rate parameter
* @returns {Function} logCDF
*
* @example
* var logcdf = factory( 0.5 );
* var y = logcdf( 3.0 );
* // returns ~-0.252
*
* y = logcdf( 1.0 );
* // returns ~-0.933
*/
function factory( lambda ) {
if (
isnan( lambda ) ||
lambda < 0.0 ||
lambda === PINF
) {
return constantFunction( NaN );
}
return logcdf;
/**
* Evaluates the natural logarithm of the cumulative distribution function (CDF) for an exponential distribution.
*
* @private
* @param {number} x - input value
* @returns {number} evaluated logCDF
*
* @example
* var y = logcdf( 2.0 );
* // returns <number>
*/
function logcdf( x ) {
var t;
if ( x < 0.0 ) {
return NINF;
}
t = lambda * x;
if ( t < FLOAT64_SMALLEST_NORMAL ) {
return ln( x ) + ln( lambda );
}
return log1mexp( t );
}
}
// EXPORTS //
module.exports = factory;
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