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 95 96 97 98 99 100 101 102 103 | 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 3x 3x 4020x 4020x 4020x 4020x 4020x 4007x 4020x 17x 17x 4003x 4003x 4003x 4003x 4003x 4003x 4003x 4003x 4003x 4003x 4003x 4003x 4003x 4003x 4003x 4003x 4003x 4003x 1x 1x 4003x 1x 1x 4001x 4003x 50x 4003x 3951x 3951x 4003x 1123x 1123x 1123x 2878x 4003x 4003x 4020x 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 expm1 = require( '@stdlib/math/base/special/expm1' );
var log1p = require( '@stdlib/math/base/special/log1p' );
var exp = require( '@stdlib/math/base/special/exp' );
var pow = require( '@stdlib/math/base/special/pow' );
var ln = require( '@stdlib/math/base/special/ln' );
var LNHALF = require( '@stdlib/constants/float64/ln-half' );
var FLOAT64_SMALLEST_NORMAL = require( '@stdlib/constants/float64/smallest-normal' );
var NINF = require( '@stdlib/constants/float64/ninf' );
// MAIN //
/**
* Returns a function for evaluating the natural logarithm of the cumulative distribution function (CDF) for a Weibull distribution.
*
* @param {PositiveNumber} k - shape parameter
* @param {PositiveNumber} lambda - scale parameter
* @returns {Function} logCDF
*
* @example
* var logcdf = factory( 2.0, 10.0 );
* var y = logcdf( 12.0 );
* // returns ~-0.27
*
* y = logcdf( 8.0 );
* // returns ~-0.749
*/
function factory( k, lambda ) {
if (
isnan( k ) ||
isnan( lambda ) ||
k <= 0.0 ||
lambda <= 0.0
) {
return constantFunction( NaN );
}
return logcdf;
/**
* Evaluates the natural logarithm of the cumulative distribution function (CDF) for a Weibull distribution.
*
* @private
* @param {number} x - input value
* @returns {number} evaluated logCDF
*
* @example
* var y = logcdf( 2.0 );
* // returns <number>
*/
function logcdf( x ) {
var lt;
var r;
var p;
if ( isnan( x ) ) {
return NaN;
}
if ( x < 0.0 ) {
return NINF;
}
r = x / lambda;
if ( r < FLOAT64_SMALLEST_NORMAL ) {
lt = k * ( ln( x ) - ln( lambda ) );
} else {
lt = k * ln( r );
}
if ( lt < -36.0 ) {
// For `t = (x/lambda)^k < e^-36`, `ln(1 - e^-t) = ln(t) + ln(1 - t/2 + ...)` and the correction is below half an ULP of `ln(t)`. Using `ln(t)` directly avoids `t` underflowing to `0`:
return lt;
}
p = -pow( x / lambda, k );
return ( p < LNHALF ) ? log1p( -exp( p ) ) : ln( -expm1( p ) );
}
}
// EXPORTS //
module.exports = factory;
|