All files / pdf/lib factory.js

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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 exp = require( '@stdlib/math/base/special/exp' );
var NINF = require( '@stdlib/constants/float64/ninf' );
 
 
// MAIN //
 
/**
* Returns a function for evaluating the probability density function (PDF) for a Gumbel distribution with location parameter `mu` and scale parameter `beta`.
*
* @param {number} mu - location parameter
* @param {PositiveNumber} beta - scale parameter
* @returns {Function} PDF
*
* @example
* var pdf = factory( 4.0, 2.0 );
*
* var y = pdf( 10.0 );
* // returns ~0.0237
*
* y = pdf( 3.0 );
* // returns ~0.159
*/
function factory( mu, beta ) {
	if ( isnan( mu ) || isnan( beta ) || beta <= 0.0 ) {
		return constantFunction( NaN );
	}
	return pdf;

	/**
	* Evaluates the probability density function (PDF) for a Gumbel distribution.
	*
	* @private
	* @param {number} x - input value
	* @returns {number} evaluated PDF
	*
	* @example
	* var y = pdf( 2.3 );
	* // returns <number>
	*/
	function pdf( x ) {
		var z;
		if ( isnan( x ) ) {
			return NaN;
		}
		if ( x === NINF ) {
			return 0.0;
		}
		z = ( x - mu ) / beta;
		return ( 1.0 / beta ) * exp( -z - exp( -z ) );
	}
}
 
 
// EXPORTS //
 
module.exports = factory;