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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 | 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 1020x 1020x 1020x 1020x 1020x 1009x 1020x 15x 15x 1020x 3x 3x 1002x 1002x 1002x 1002x 1002x 1002x 1002x 1002x 1002x 1002x 1002x 1002x 1002x 1002x 1002x 1x 1x 1002x 1x 1x 1000x 1002x 1020x 3x 3x 3x 3x 3x | /** * @license Apache-2.0 * * Copyright (c) 2021 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 degenerate = require( '@stdlib/stats/base/dists/degenerate/logcdf' ).factory; var gammainc = require( '@stdlib/math/base/special/gammainc' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var PINF = require( '@stdlib/constants/float64/pinf' ); var NINF = require( '@stdlib/constants/float64/ninf' ); var ln = require( '@stdlib/math/base/special/ln' ); // MAIN // /** * Returns a function for evaluating the logarithm of the cumulative distribution function (CDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta`. * * @param {NonNegativeNumber} alpha - shape parameter * @param {PositiveNumber} beta - rate parameter * @returns {Function} logCDF * * @example * var logcdf = factory( 3.0, 1.5 ); * * var y = logcdf( 1.0 ); * // returns ~-1.655 * * y = logcdf( 4.0 ); * // returns ~-0.06 */ function factory( alpha, beta ) { if ( isnan( alpha ) || isnan( beta ) || alpha < 0.0 || beta <= 0.0 ) { return constantFunction( NaN ); } if ( alpha === 0.0 ) { return degenerate( 0.0 ); } return logcdf; /** * Evaluates the logarithm of the cumulative distribution function (CDF) for a gamma distribution. * * @private * @param {number} x - input value * @returns {number} evaluated logCDF * * @example * var y = logcdf( 2.0 ); * // returns <number> */ function logcdf( x ) { if ( x <= 0.0 ) { return NINF; } if ( x === PINF ) { return 0.0; } return ln( gammainc( x * beta, alpha ) ); } } // EXPORTS // module.exports = factory; |