All files factory.js

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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 pow = require( '@stdlib/math/base/special/pow' );
var ln = require( '@stdlib/math/base/special/ln' );
var log1p = require( '@stdlib/math/base/special/log1p' );
var NINF = require( '@stdlib/constants/float64/ninf' );
 
 
// MAIN //
 
/**
* Returns a function for evaluating the natural logarithm of the cumulative distribution function (CDF) for a triangular distribution with lower limit `a` and upper limit `b` and mode `c`.
*
* @param {number} a - lower limit
* @param {number} b - upper limit
* @param {number} c - mode
* @returns {Function} logCDF
*
* @example
* var logcdf = factory( 0.0, 10.0, 2.0 );
* var y = logcdf( 0.5 );
* // returns ~-4.382
*
* y = logcdf( 8.0 );
* // returns ~-0.051
*/
function factory( a, b, c ) {
	var denom1;
	var denom2;
 
	if (
		isnan( a ) ||
		isnan( b ) ||
		isnan( c )
	) {
		return constantFunction( NaN );
	}
	if ( !( a <= c && c <= b ) ) {
		return constantFunction( NaN );
	}
 
	denom1 = ( b - a ) * ( c - a );
	denom2 = ( b - a ) * ( b - c );
	return logcdf;
 
	/**
	* Evaluates the natural logarithm of the cumulative distribution function (CDF) for a triangular distribution.
	*
	* @private
	* @param {number} x - input value
	* @returns {number} evaluated logCDF
	*
	* @example
	* var y = logcdf( 2.0 );
	* // returns <number>
	*/
	function logcdf( x ) {
		if ( isnan( x ) ) {
			return NaN;
		}
		if ( x <= a ) {
			return NINF;
		}
		// Case: x > a
		if ( x <= c ) {
			return ( 2.0 * ln( x - a ) ) - ln( denom1 );
		}
		// Case: x > c
		if ( x < b ) {
			return log1p( -pow( b - x, 2.0 ) / denom2 );
		}
		// Case: x >= b
		return 0.0;
	}
}
 
 
// EXPORTS //
 
module.exports = factory;