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 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 | 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 3x 3x 3x 3x 4018x 4018x 4018x 4018x 4013x 4018x 10x 10x 4008x 4008x 4008x 4008x 4008x 4008x 4008x 4008x 4008x 4008x 4008x 4008x 4008x 4008x 4008x 4008x 4008x 1x 1x 4008x 3x 3x 4004x 4004x 4008x 2533x 2533x 1471x 1471x 4008x 4018x 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 erfc = require( '@stdlib/math/base/special/erfc' );
var erfcx = require( '@stdlib/math/base/special/erfcx' );
var sqrt = require( '@stdlib/math/base/special/sqrt' );
var ln = require( '@stdlib/math/base/special/ln' );
var NINF = require( '@stdlib/constants/float64/ninf' );
// MAIN //
/**
* Returns a function for evaluating the logarithm of the cumulative distribution function (CDF) for a Lévy distribution with location parameter `mu` and scale parameter `c`.
*
* @param {number} mu - location parameter
* @param {PositiveNumber} c - scale parameter
* @returns {Function} logCDF
*
* @example
* var logcdf = factory( 3.0, 1.5 );
*
* var y = logcdf( 4.0 );
* // returns ~-1.511
*
* y = logcdf( 2.0 );
* // returns -Infinity
*/
function factory( mu, c ) {
if (
isnan( mu ) ||
isnan( c ) ||
c <= 0.0
) {
return constantFunction( NaN );
}
return logcdf;
/**
* Evaluates the natural logarithm of the cumulative distribution function (CDF) for a Lévy distribution.
*
* @private
* @param {number} x - input value
* @returns {number} evaluated logCDF
*
* @example
* var y = logcdf( 2.0 );
* // returns <number>
*/
function logcdf( x ) {
var w;
var z;
if ( isnan( x ) ) {
return NaN;
}
if ( x < mu ) {
return NINF;
}
w = c / ( 2.0 * ( x-mu ) );
z = sqrt( w );
if ( z < 1.0 ) {
return ln( erfc( z ) );
}
// `erfc(z)` underflows for `z > ~26.5`, so use `ln(erfc(z)) = ln(erfcx(z)) - z^2`:
return ln( erfcx( z ) ) - w;
}
}
// EXPORTS //
module.exports = factory;
|