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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 sinh = require( '@stdlib/math/base/special/sinh' );
var exp = require( '@stdlib/math/base/special/exp' );
var PI_SQUARED = require( '@stdlib/constants/float64/pi-squared' );
// MAIN //
/**
* Returns a function for evaluating the moment-generating function (MGF) for a raised cosine distribution with location parameter `mu` and scale parameter `s`.
*
* @param {number} mu - location parameter
* @param {PositiveNumber} s - scale parameter
* @returns {Function} MGF
*
* @example
* var mgf = factory( 3.0, 1.5 );
*
* var y = mgf( 1.9 );
* // returns ~495.57
*
* y = mgf( -1.0 );
* // returns ~0.058
*/
function factory( mu, s ) {
if (
isnan( mu ) ||
isnan( s ) ||
s <= 0.0
) {
return constantFunction( NaN );
}
return mgf;
/**
* Evaluates the moment-generating function (MGF) for a raised cosine distribution.
*
* @private
* @param {number} t - input value
* @returns {number} evaluated MGF
*
* @example
* var y = mgf( 2.0 );
* // returns <number>
*/
function mgf( t ) {
var out;
var st;
if ( isnan( t ) ) {
return NaN;
}
st = s * t;
out = PI_SQUARED * sinh( st );
out /= st * ( PI_SQUARED + ( st*st ) );
out *= exp( mu * t );
return out;
}
}
// EXPORTS //
module.exports = factory;
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