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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 gamma = require( '@stdlib/math/base/special/gamma' );
var exp = require( '@stdlib/math/base/special/exp' );
// MAIN //
/**
* Returns a function for evaluating the moment-generating function (MGF) of a Gumbel distribution with location parameter `mu` and scale parameter `b`.
*
* @param {number} mu - mean
* @param {PositiveNumber} beta - scale parameter
* @returns {Function} MGF
*
* @example
* var mgf = factory( 0.0, 3.0 );
*
* var y = mgf( 0.2 );
* // returns ~2.218
*
* y = mgf( -1.0 );
* // returns 6.0
*/
function factory( mu, beta ) {
if (
isnan( mu ) ||
isnan( beta ) ||
beta <= 0.0
) {
return constantFunction( NaN );
}
return mgf;
/**
* Evaluates the moment-generating function (MGF) for a Gumbel distribution.
*
* @private
* @param {number} t - input value
* @returns {number} evaluated MGF
*
* @example
* var y = mgf( 0.5 );
* // returns <number>
*/
function mgf( t ) {
if ( t >= 1.0/beta ) {
return NaN;
}
return gamma( 1.0 - (beta * t) ) * exp( mu * t );
}
}
// EXPORTS //
module.exports = factory;
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