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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 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 LNHALF = require( '@stdlib/constants/float64/ln-half' );
// MAIN //
/**
* Evaluates the logarithm of the cumulative distribution function (CDF) for a Laplace distribution with location parameter `mu` and scale parameter `b` at value `x`.
*
* @param {number} x - input value
* @param {number} mu - location parameter
* @param {PositiveNumber} b - scale parameter
* @returns {number} evaluated logarithm of CDF
*
* @example
* var y = logcdf( 2.0, 0.0, 1.0 );
* // returns ~-0.07
*
* @example
* var y = logcdf( 5.0, 10.0, 3.0 );
* // returns ~-2.36
*
* @example
* var y = logcdf( NaN, 0.0, 1.0 );
* // returns NaN
*
* @example
* var y = logcdf( 2, NaN, 1.0 );
* // returns NaN
*
* @example
* var y = logcdf( 2.0, 0.0, NaN );
* // returns NaN
*
* @example
* // Negative scale parameter:
* var y = logcdf( 2.0, 0.0, -1.0 );
* // returns NaN
*/
function logcdf( x, mu, b ) {
var z;
if (
isnan( x ) ||
isnan( mu ) ||
isnan( b ) ||
b <= 0.0
) {
return NaN;
}
z = ( x - mu ) / b;
if ( x < mu ) {
return LNHALF + z;
}
return LNHALF + log1p( -expm1( -z ) );
}
// EXPORTS //
module.exports = logcdf;
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