All files / dists/rayleigh/logcdf/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 degenerate = require( '@stdlib/stats/base/dists/degenerate/logcdf' ).factory;
var expm1 = require( '@stdlib/math/base/special/expm1' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var log1p = require( '@stdlib/math/base/special/log1p' );
var exp = require( '@stdlib/math/base/special/exp' );
var pow = require( '@stdlib/math/base/special/pow' );
var ln = require( '@stdlib/math/base/special/ln' );
var LNHALF = require( '@stdlib/constants/float64/ln-half' );
var NINF = require( '@stdlib/constants/float64/ninf' );
 
 
// MAIN //
 
/**
* Returns a function for evaluating the logarithm of the cumulative distribution function (CDF) for a Rayleigh distribution with scale parameter `sigma`.
*
* @param {NonNegativeNumber} sigma - scale parameter
* @returns {Function} logCDF
*
* @example
* var logcdf = factory( 2.0 );
* var y = logcdf( 3.0 );
* // returns ~-0.393
*
* y = logcdf( 1.0 );
* // returns ~-2.141
*/
function factory( sigma ) {
	var s2;
	if ( isnan( sigma ) || sigma < 0.0 ) {
		return constantFunction( NaN );
	}
	if ( sigma === 0.0 ) {
		return degenerate( 0.0 );
	}
	s2 = pow( sigma, 2.0 );
	return logcdf;

	/**
	* Evaluates the logarithm of the cumulative distribution function (CDF) for a Rayleigh distribution.
	*
	* @private
	* @param {number} x - input value
	* @returns {number} evaluated logCDF
	*
	* @example
	* var y = logcdf( 2 );
	* // returns <number>
	*/
	function logcdf( x ) {
		var p;
		if ( isnan( x ) ) {
			return NaN;
		}
		if ( x < 0.0 ) {
			return NINF;
		}
		p = -pow( x, 2.0 ) / ( 2.0 * s2 );
		return ( p < LNHALF ) ? log1p( -exp( p ) ) : ln( -expm1( p ) );
	}
}
 
 
// EXPORTS //
 
module.exports = factory;